+84.6%
AMGN vs TOST
+96.7%
-12.0%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +10.5% |
| 3M | +14.4% | -0.1% | +14.5% | +14.3% |
| 6M | +40.9% | +22.5% | +18.5% | +38.9% |
| YTD | +43.5% | -2.4% | +45.9% | +43.5% |
| 1Y | +49.9% | -4.7% | +54.6% | +50.1% |
| 3Y | +84.6% | +103.2% | -18.6% | +75.9% |
| All | +84.6% | +96.7% | -12.0% | +75.9% |
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