-46.7%
TOST vs AMCR
-3.5%
-43.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.2% | -0.9% |
| 7D | -0.9% | -1.8% | +0.9% | +0.2% |
| 30D | -3.5% | -6.0% | +2.6% | 0.0% |
| 3M | +38.1% | +18.9% | +19.2% | +24.8% |
| 6M | +9.9% | +5.7% | +4.3% | +5.4% |
| YTD | -6.3% | +11.1% | -17.3% | -15.2% |
| 1Y | -18.3% | +14.4% | -32.7% | -27.8% |
| 3Y | +59.7% | +13.0% | +46.7% | +33.4% |
| All | -46.7% | -3.5% | -43.3% | -49.7% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling