+76.1%
TOST vs AHR
+365.8%
-289.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +1.9% | +0.6% |
| 7D | -3.4% | -1.5% | -2.0% | -3.0% |
| 30D | -2.4% | -1.4% | -1.0% | -2.2% |
| 3M | +34.6% | +18.6% | +16.0% | +27.9% |
| 6M | +15.2% | +6.6% | +8.6% | +12.3% |
| YTD | -4.4% | +17.5% | -21.9% | -11.2% |
| 1Y | -17.4% | +30.9% | -48.3% | -28.2% |
| All | +76.1% | +365.8% | -289.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling