-45.7%
TOST vs AMCR
-1.7%
-44.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -3.4% | -1.9% | -1.5% | -2.4% |
| 30D | -2.4% | -4.1% | +1.6% | -0.1% |
| 3M | +34.6% | +21.7% | +12.9% | +20.0% |
| 6M | +15.2% | +1.5% | +13.7% | +13.2% |
| YTD | -4.4% | +13.1% | -17.5% | -14.4% |
| 1Y | -17.4% | +16.5% | -33.9% | -27.7% |
| 3Y | +54.5% | +10.3% | +44.2% | +32.8% |
| All | -45.7% | -1.7% | -44.0% | -49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded AMCR 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling