+87.5%
TOST vs AMIX
-100.0%
+187.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.6% | +5.0% | -0.5% |
| 7D | +11.6% | -25.5% | +37.1% | +12.0% |
| 30D | +16.2% | -56.2% | +72.4% | +17.4% |
| 3M | +1.0% | -87.4% | +88.5% | +3.5% |
| 6M | +23.2% | -80.9% | +104.1% | +22.0% |
| YTD | -1.0% | -86.8% | +85.9% | -1.1% |
| 1Y | -9.9% | -91.3% | +81.4% | -9.5% |
| All | +87.5% | -100.0% | +187.5% | +94.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMIX.
Daily Out/Under-Performance
Portfolio return minus AMIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMIX 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 AMIX 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