+15.2%
TOST vs APTV
-33.5%
+48.7%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.1% | -3.0% | -0.2% |
| 7D | -3.4% | +4.8% | -8.2% | -3.9% |
| 30D | -2.4% | +2.0% | -4.4% | -2.7% |
| 3M | +34.6% | -34.2% | +68.9% | +42.3% |
| 6M | +15.2% | -34.7% | +49.9% | +19.6% |
| All | +15.2% | -33.5% | +48.7% | +19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 6mo: compounded portfolio wealth divided by compounded APTV 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…
6mo analysis · Full analysis span regression · 6 months rolling