+56.7%
TOST vs AME
+50.7%
+5.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.8% |
| 7D | -3.4% | +0.6% | -4.0% | -3.8% |
| 30D | -2.4% | -6.7% | +4.2% | +1.3% |
| 3M | +34.6% | +4.1% | +30.5% | +30.3% |
| 6M | +15.2% | +1.6% | +13.6% | +12.1% |
| YTD | -4.4% | +16.1% | -20.5% | -16.8% |
| 1Y | -17.4% | +27.3% | -44.7% | -33.5% |
| All | +56.7% | +50.7% | +5.9% | +3.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling