-43.8%
TOST vs AME
+80.0%
-123.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.9% | +5.4% | +4.4% |
| 7D | +11.6% | -11.4% | +23.1% | +22.7% |
| 30D | +16.2% | -12.1% | +28.3% | +28.2% |
| 3M | +1.0% | -12.3% | +13.4% | +11.0% |
| 6M | +23.2% | -4.6% | +27.8% | +23.5% |
| YTD | -1.0% | +9.1% | -10.1% | -16.2% |
| 1Y | -9.9% | +13.3% | -23.2% | -26.8% |
| 3Y | +101.0% | +58.2% | +42.9% | +1.9% |
| 5Y | -40.4% | +63.4% | -103.8% | -71.7% |
| All | -43.8% | +80.0% | -123.8% | -76.6% |
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 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