+88.3%
AMGN vs TOST
+55.9%
+32.4%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.6% | -1.6% |
| 7D | +1.1% | -3.4% | +4.5% | +1.3% |
| 30D | +7.8% | -2.4% | +10.3% | +8.0% |
| 3M | +27.3% | +34.6% | -7.4% | +24.8% |
| 6M | +16.8% | +15.2% | +1.6% | +15.4% |
| YTD | +36.3% | -4.4% | +40.7% | +36.6% |
| 1Y | +60.4% | -17.4% | +77.8% | +62.0% |
| All | +88.3% | +55.9% | +32.4% | +77.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling