-44.4%
TOST vs AME
+92.3%
-136.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.2% | -3.9% | -3.2% |
| 7D | +4.0% | -1.5% | +5.6% | +4.5% |
| 30D | +11.1% | -4.2% | +15.2% | +13.6% |
| 3M | +0.8% | -5.9% | +6.8% | +4.3% |
| 6M | +38.8% | +2.8% | +36.0% | +30.4% |
| YTD | -2.1% | +16.6% | -18.7% | -21.7% |
| 1Y | -6.0% | +22.1% | -28.1% | -28.6% |
| 3Y | +149.8% | +64.7% | +85.1% | +24.3% |
| 5Y | -42.8% | +76.6% | -119.4% | -74.8% |
| All | -44.4% | +92.3% | -136.7% | -78.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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