-30.1%
TOST vs AME
+76.9%
-107.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -2.2% |
| 7D | -4.7% | +8.1% | -12.8% | -10.7% |
| 30D | +8.5% | -3.8% | +12.3% | +10.7% |
| 3M | -1.6% | -6.6% | +5.0% | +2.6% |
| 6M | +44.1% | +4.6% | +39.5% | +33.6% |
| YTD | -5.6% | +17.9% | -23.5% | -24.9% |
| 1Y | -12.6% | +23.2% | -35.8% | -33.7% |
| 3Y | +137.6% | +62.9% | +74.6% | +22.4% |
| All | -30.1% | +76.9% | -107.0% | -69.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling