-45.7%
TOST vs AMC
-99.3%
+53.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.3% | -4.3% | -0.6% |
| 7D | -3.4% | +2.3% | -5.7% | -3.8% |
| 30D | -2.4% | -0.7% | -1.7% | -2.6% |
| 3M | +34.6% | +35.2% | -0.6% | +24.7% |
| 6M | +15.2% | +124.6% | -109.4% | -3.2% |
| YTD | -4.4% | +69.9% | -74.3% | -16.3% |
| 1Y | -17.4% | -2.6% | -14.8% | -21.1% |
| 3Y | +54.5% | -79.8% | +134.2% | +74.2% |
| All | -45.7% | -99.3% | +53.6% | +12.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling