+158.1%
AMGN vs TOST
-30.2%
+188.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | -0.1% |
| 7D | +1.5% | -4.7% | +6.1% | +1.7% |
| 30D | +13.1% | +8.5% | +4.6% | +12.6% |
| 3M | +12.9% | -1.6% | +14.5% | +12.9% |
| 6M | +40.8% | +44.1% | -3.4% | +38.1% |
| YTD | +45.6% | -5.6% | +51.2% | +45.6% |
| 1Y | +42.7% | -12.6% | +55.3% | +43.2% |
| 3Y | +91.2% | +137.6% | -46.4% | +81.8% |
| 5Y | +158.1% | -30.4% | +188.5% | +161.3% |
| All | +158.1% | -30.2% | +188.3% | +161.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling