+154.4%
AMGN vs TOST
-46.7%
+201.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.8% | +1.0% |
| 7D | 0.0% | +4.0% | -4.1% | -0.3% |
| 30D | +12.1% | +11.1% | +1.1% | +11.5% |
| 3M | +13.9% | +0.8% | +13.0% | +13.8% |
| 6M | +42.1% | +38.8% | +3.3% | +39.6% |
| YTD | +45.0% | -2.1% | +47.1% | +44.7% |
| 1Y | +49.3% | -6.0% | +55.4% | +49.2% |
| 3Y | +92.8% | +149.8% | -57.0% | +82.4% |
| 5Y | +156.7% | -42.8% | +199.5% | +159.3% |
| All | +154.4% | -46.7% | +201.1% | +157.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 10y: compounded portfolio wealth divided by compounded TOST 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…
10y analysis · Full analysis span regression · 6 months rolling