-44.5%
TOST vs AME
+84.6%
-129.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.5% | -3.9% | -3.5% |
| 7D | +9.4% | -5.2% | +14.6% | +13.6% |
| 30D | +13.5% | -8.0% | +21.5% | +20.3% |
| 3M | -0.1% | -8.9% | +8.8% | +6.1% |
| 6M | +22.5% | -5.0% | +27.5% | +23.7% |
| YTD | -2.4% | +11.9% | -14.3% | -19.1% |
| 1Y | -4.7% | +16.6% | -21.3% | -24.6% |
| 3Y | +103.2% | +62.5% | +40.7% | +0.5% |
| 5Y | -41.2% | +67.6% | -108.8% | -72.7% |
| All | -44.5% | +84.6% | -129.2% | -77.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling