+49.9%
AMGN vs TOST
-11.1%
+61.0%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.1% |
| 7D | -1.2% | +9.4% | -10.6% | -1.8% |
| 30D | +11.5% | +13.5% | -2.0% | +10.6% |
| 3M | +14.4% | -0.1% | +14.5% | +14.2% |
| 6M | +40.9% | +22.5% | +18.5% | +40.2% |
| YTD | +43.5% | -2.4% | +45.9% | +47.2% |
| 1Y | +49.9% | -4.7% | +54.6% | +54.0% |
| All | +49.9% | -11.1% | +61.0% | +54.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling