-45.7%
TOST vs AMBA
-59.0%
+13.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.8% | +0.3% |
| 7D | -3.4% | -11.0% | +7.5% | +0.4% |
| 30D | -2.4% | -23.2% | +20.7% | +6.1% |
| 3M | +34.6% | -12.7% | +47.3% | +32.8% |
| 6M | +15.2% | +11.2% | +4.0% | -1.2% |
| YTD | -4.4% | -11.2% | +6.8% | -11.6% |
| 1Y | -17.4% | -22.5% | +5.1% | -21.8% |
| 3Y | +54.5% | -1.3% | +55.8% | +17.2% |
| All | -45.7% | -59.0% | +13.3% | -42.6% |
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