-40.6%
TOST vs APO
+67.1%
-107.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.1% |
| 7D | +9.4% | +0.8% | +8.7% | +8.5% |
| 30D | +13.5% | +1.0% | +12.4% | +12.0% |
| 3M | -0.1% | -8.4% | +8.3% | +5.0% |
| 6M | +22.5% | -9.1% | +31.6% | +26.5% |
| YTD | -2.4% | -18.3% | +16.0% | +8.1% |
| 1Y | -4.7% | -8.0% | +3.3% | -4.3% |
| 3Y | +103.2% | +47.1% | +56.2% | +22.4% |
| All | -40.6% | +67.1% | -107.6% | -66.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APO.
Daily Out/Under-Performance
Portfolio return minus APO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APO 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 5y: compounded portfolio wealth divided by compounded APO 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…
5y analysis · Full analysis span regression · 6 months rolling