+47.5%
TOST vs AMDL
+47.6%
-0.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +22.3% | -23.7% | -2.7% |
| 7D | +9.4% | -26.2% | +35.6% | +10.6% |
| 30D | +13.5% | -57.1% | +70.6% | +18.3% |
| 3M | -0.1% | -29.8% | +29.7% | -0.1% |
| 6M | +22.5% | -22.2% | +44.7% | +16.3% |
| YTD | -2.4% | +142.1% | -144.5% | -23.1% |
| 1Y | -4.7% | +85.8% | -90.5% | -22.7% |
| All | +47.5% | +47.6% | -0.1% | 0.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 5y: compounded portfolio wealth divided by compounded AMDL 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…
5y analysis · Full analysis span regression · 6 months rolling