-9.6%
TOST vs AME
+21.9%
-31.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +3.0% | -4.1% | +7.1% | +2.7% |
| 30D | +10.3% | -4.1% | +14.4% | +10.0% |
| 3M | -3.3% | -5.6% | +2.3% | -3.6% |
| 6M | +37.8% | +2.8% | +35.0% | +37.1% |
| YTD | -2.8% | +16.6% | -19.4% | -11.3% |
| 1Y | -9.6% | +21.1% | -30.7% | -21.2% |
| All | -9.6% | +21.9% | -31.5% | -21.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling