-48.1%
TOST vs AMP
+130.8%
-178.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.7% | -1.8% |
| 7D | -4.7% | 0.0% | -4.7% | -4.7% |
| 30D | -9.1% | -1.0% | -8.1% | -8.3% |
| 3M | +29.8% | +23.2% | +6.6% | +8.6% |
| 6M | +10.0% | +20.4% | -10.4% | -7.1% |
| YTD | -8.6% | +13.6% | -22.3% | -19.5% |
| 1Y | -20.7% | +13.4% | -34.1% | -30.0% |
| 3Y | +55.7% | +66.5% | -10.8% | -6.5% |
| All | -48.1% | +130.8% | -178.9% | -76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 10y: compounded portfolio wealth divided by compounded AMP 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…
10y analysis · Full analysis span regression · 6 months rolling