-46.7%
TOST vs AMP
+132.8%
-179.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.3% | -1.4% |
| 7D | -0.9% | +2.6% | -3.5% | -3.0% |
| 30D | -3.5% | +0.8% | -4.3% | -4.2% |
| 3M | +38.1% | +24.3% | +13.9% | +14.7% |
| 6M | +9.9% | +20.6% | -10.7% | -7.2% |
| YTD | -6.3% | +14.6% | -20.9% | -18.0% |
| 1Y | -18.3% | +14.5% | -32.9% | -28.5% |
| 3Y | +59.7% | +67.9% | -8.2% | -4.7% |
| All | -46.7% | +132.8% | -179.5% | -76.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling