-27.7%
TOST vs ACHR
-29.8%
+2.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -6.9% | +10.4% | +5.2% |
| 7D | 0.0% | -9.2% | +9.3% | +2.1% |
| 30D | +16.2% | -1.0% | +17.2% | +15.2% |
| 3M | -1.5% | -42.2% | +40.6% | +11.6% |
| 6M | +55.3% | -38.2% | +93.5% | +68.8% |
| YTD | -2.3% | -46.4% | +44.1% | +8.2% |
| 1Y | -5.5% | -49.4% | +43.8% | +5.7% |
| 3Y | +151.1% | -22.5% | +173.6% | +104.3% |
| All | -27.7% | -29.8% | +2.1% | -59.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling