-46.4%
TOST vs AMCR
-4.6%
-41.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -0.9% |
| 7D | -4.7% | -4.5% | -0.2% | -2.1% |
| 30D | +8.5% | +4.9% | +3.7% | +5.5% |
| 3M | -1.6% | -4.6% | +3.0% | +0.9% |
| 6M | +44.1% | +15.2% | +28.9% | +31.8% |
| YTD | -5.6% | +9.7% | -15.3% | -14.2% |
| 1Y | -12.6% | +10.5% | -23.1% | -20.9% |
| 3Y | +137.6% | +13.8% | +123.7% | +95.7% |
| 5Y | -30.4% | -9.1% | -21.2% | -27.0% |
| All | -46.4% | -4.6% | -41.7% | -49.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling