-45.7%
TOST vs AMCR
-4.7%
-41.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.2% |
| 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% | +13.0% | -30.4% | -26.1% |
| 3Y | +54.5% | +6.9% | +47.5% | +35.8% |
| All | -45.7% | -4.7% | -41.0% | -48.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling