-17.4%
TOST vs APD
+6.0%
-23.5%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.0% | 0.0% |
| 7D | -3.4% | -2.2% | -1.2% | -3.4% |
| 30D | -2.4% | +2.1% | -4.5% | -2.3% |
| 3M | +34.6% | +7.2% | +27.4% | +35.5% |
| 6M | +15.2% | +11.2% | +4.0% | +15.0% |
| YTD | -4.4% | +24.4% | -28.8% | -7.3% |
| 1Y | -17.4% | +6.7% | -24.1% | -5.1% |
| All | -17.4% | +6.0% | -23.5% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 1y: compounded portfolio wealth divided by compounded APD 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…
1y analysis · Full analysis span regression · 6 months rolling