-31.0%
TOST vs AME
+76.9%
-107.9%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +3.0% | -4.1% | +7.1% | +5.8% |
| 30D | +10.3% | -4.1% | +14.4% | +12.7% |
| 3M | -3.3% | -5.6% | +2.3% | -0.3% |
| 6M | +37.8% | +2.8% | +35.0% | +29.7% |
| YTD | -2.8% | +16.6% | -19.4% | -22.0% |
| 1Y | -9.6% | +21.1% | -30.7% | -30.3% |
| 3Y | +144.6% | +61.1% | +83.6% | +27.2% |
| 5Y | -31.0% | +76.6% | -107.5% | -70.0% |
| All | -31.0% | +76.9% | -107.9% | -70.0% |
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