+17.0%
TOST vs AME
-11.5%
+28.5%
-5.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.9% | +5.4% | -1.7% |
| 7D | +11.6% | -11.4% | +23.1% | +8.4% |
| 30D | +16.2% | -12.1% | +28.3% | +12.8% |
| All | +17.0% | -11.5% | +28.5% | +13.7% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling