-43.8%
TOST vs AMC
-99.2%
+55.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -12.5% | +11.9% | +1.4% |
| 7D | +11.6% | 0.0% | +11.6% | +11.5% |
| 30D | +16.2% | +4.4% | +11.8% | +15.2% |
| 3M | +1.0% | +15.4% | -14.3% | -2.1% |
| 6M | +23.2% | +93.7% | -70.5% | +6.4% |
| YTD | -1.0% | +97.4% | -98.4% | -15.8% |
| 1Y | -9.9% | +23.2% | -33.1% | -17.4% |
| 3Y | +101.0% | -71.3% | +172.3% | +118.1% |
| 5Y | -40.4% | -99.3% | +58.9% | +24.8% |
| All | -43.8% | -99.2% | +55.4% | +12.8% |
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