-4.7%
TOST vs AMC
+24.6%
-29.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -1.6% |
| 7D | +9.4% | +2.6% | +6.8% | +9.0% |
| 30D | +13.5% | +9.0% | +4.5% | +12.2% |
| 3M | -0.1% | +22.2% | -22.3% | -3.1% |
| 6M | +22.5% | +91.5% | -69.0% | +7.3% |
| YTD | -2.4% | +101.3% | -103.6% | -16.9% |
| 1Y | -4.7% | +20.8% | -25.5% | -9.1% |
| All | -4.7% | +24.6% | -29.3% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 1y: compounded portfolio wealth divided by compounded AMC 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…
1y analysis · Full analysis span regression · 6 months rolling