+49.6%
TOST vs AMDL
+20.7%
+28.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -34.9% | +34.3% | +1.5% |
| 7D | +11.6% | -52.7% | +64.3% | +16.0% |
| 30D | +16.2% | -65.3% | +81.5% | +22.9% |
| 3M | +1.0% | -40.8% | +41.9% | +2.2% |
| 6M | +23.2% | -12.9% | +36.1% | +13.6% |
| YTD | -1.0% | +98.0% | -99.0% | -21.0% |
| 1Y | -9.9% | +30.1% | -40.0% | -24.2% |
| All | +49.6% | +20.7% | +28.9% | +2.8% |
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