+80.3%
TOST vs AHR
+404.3%
-324.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | -0.2% |
| 7D | +4.0% | +9.6% | -5.6% | +1.3% |
| 30D | +11.1% | +16.1% | -5.0% | +6.3% |
| 3M | +0.8% | +4.4% | -3.6% | -0.6% |
| 6M | +38.8% | +15.1% | +23.7% | +32.6% |
| YTD | -2.1% | +27.2% | -29.3% | -11.2% |
| 1Y | -6.0% | +21.7% | -27.8% | -13.2% |
| All | +80.3% | +404.3% | -324.0% | -21.9% |
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