-44.5%
TOST vs AME
+95.5%
-140.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.4% | +3.0% | +3.1% |
| 7D | 0.0% | +5.9% | -5.8% | -4.7% |
| 30D | +16.2% | -1.9% | +18.1% | +16.5% |
| 3M | -1.5% | -5.4% | +3.8% | +1.5% |
| 6M | +55.3% | +4.9% | +50.4% | +43.4% |
| YTD | -2.3% | +18.5% | -20.8% | -23.0% |
| 1Y | -5.5% | +25.5% | -31.0% | -30.1% |
| 3Y | +151.1% | +63.0% | +88.1% | +28.0% |
| 5Y | -27.9% | +78.3% | -106.3% | -68.4% |
| All | -44.5% | +95.5% | -140.0% | -78.5% |
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