-44.8%
TOST vs ACHR
-47.7%
+2.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.2% |
| 7D | +3.0% | +14.0% | -11.1% | -0.9% |
| 30D | +10.3% | -5.0% | +15.3% | +10.8% |
| 3M | -3.3% | -24.8% | +21.5% | +2.4% |
| 6M | +37.8% | -27.3% | +65.1% | +44.1% |
| YTD | -2.8% | -37.4% | +34.6% | +3.8% |
| 1Y | -9.6% | -44.3% | +34.7% | -1.1% |
| 3Y | +144.6% | -5.2% | +149.9% | +90.4% |
| 5Y | -31.0% | -20.8% | -10.1% | -59.6% |
| All | -44.8% | -47.7% | +2.9% | -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