-44.5%
TOST vs ACHR
-50.7%
+6.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +14.7% | -16.1% | -5.1% |
| 7D | +9.4% | +5.7% | +3.7% | +7.5% |
| 30D | +13.5% | -4.9% | +18.4% | +14.1% |
| 3M | -0.1% | -15.1% | +15.0% | +2.4% |
| 6M | +22.5% | -30.7% | +53.2% | +29.5% |
| YTD | -2.4% | -41.0% | +38.6% | +5.9% |
| 1Y | -4.7% | -50.0% | +45.3% | +7.2% |
| 3Y | +103.2% | -17.0% | +120.2% | +64.6% |
| 5Y | -41.2% | -29.4% | -11.8% | -64.9% |
| All | -44.5% | -50.7% | +6.1% | -73.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling