-44.8%
TOST vs AMBA
-60.6%
+15.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | 0.0% |
| 7D | +3.0% | -2.6% | +5.6% | +3.5% |
| 30D | +10.3% | -10.5% | +20.7% | +13.6% |
| 3M | -3.3% | -26.4% | +23.1% | +5.3% |
| 6M | +37.8% | -20.9% | +58.7% | +35.0% |
| YTD | -2.8% | -14.8% | +12.0% | -10.2% |
| 1Y | -9.6% | -36.1% | +26.5% | -7.2% |
| 3Y | +144.6% | +20.2% | +124.4% | +63.7% |
| 5Y | -31.0% | -67.2% | +36.3% | -25.6% |
| All | -44.8% | -60.6% | +15.8% | -41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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