-45.7%
TOST vs AMP
+134.4%
-180.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.7% |
| 7D | -3.4% | +0.2% | -3.6% | -3.6% |
| 30D | -2.4% | -0.1% | -2.4% | -2.4% |
| 3M | +34.6% | +23.6% | +11.1% | +12.3% |
| 6M | +15.2% | +20.4% | -5.2% | -2.6% |
| YTD | -4.4% | +15.4% | -19.8% | -16.9% |
| 1Y | -17.4% | +11.0% | -28.4% | -25.8% |
| 3Y | +54.5% | +70.5% | -16.0% | -9.2% |
| All | -45.7% | +134.4% | -180.1% | -75.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling