-43.8%
TOST vs AMBA
-64.0%
+20.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -9.4% | +8.8% | +2.5% |
| 7D | +11.6% | -14.6% | +26.2% | +17.2% |
| 30D | +16.2% | -18.8% | +35.0% | +23.7% |
| 3M | +1.0% | -32.6% | +33.6% | +13.2% |
| 6M | +23.2% | -25.8% | +49.0% | +22.8% |
| YTD | -1.0% | -22.1% | +21.1% | -5.7% |
| 1Y | -9.9% | -36.2% | +26.3% | -8.4% |
| 3Y | +101.0% | +10.0% | +91.0% | +38.9% |
| 5Y | -40.4% | -71.6% | +31.2% | -29.8% |
| All | -43.8% | -64.0% | +20.2% | -38.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling