+72.7%
TOST vs AHR
+364.8%
-292.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.9% |
| 7D | -0.9% | -3.4% | +2.5% | +0.1% |
| 30D | -3.5% | -3.8% | +0.3% | -2.5% |
| 3M | +38.1% | +20.1% | +18.1% | +30.8% |
| 6M | +9.9% | +7.1% | +2.8% | +6.9% |
| YTD | -6.3% | +17.2% | -23.5% | -12.9% |
| 1Y | -18.3% | +30.4% | -48.7% | -28.9% |
| All | +72.7% | +364.8% | -292.1% | -23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 3y: compounded portfolio wealth divided by compounded AHR 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…
3y analysis · Full analysis span regression · 6 months rolling