-44.4%
TOST vs ACHR
-46.6%
+2.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +8.3% | -8.0% | -1.8% |
| 7D | +4.0% | +15.3% | -11.3% | -0.1% |
| 30D | +11.1% | -3.0% | +14.1% | +11.0% |
| 3M | +0.8% | -14.0% | +14.8% | +3.1% |
| 6M | +38.8% | -25.8% | +64.6% | +44.4% |
| YTD | -2.1% | -36.0% | +34.0% | +4.0% |
| 1Y | -6.0% | -41.2% | +35.2% | +1.4% |
| 3Y | +149.8% | -8.6% | +158.3% | +96.8% |
| 5Y | -42.8% | -20.6% | -22.1% | -66.6% |
| All | -44.4% | -46.6% | +2.2% | -74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACHR.
Daily Out/Under-Performance
Portfolio return minus ACHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACHR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ACHR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling