-44.5%
TOST vs AMP
+109.7%
-154.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -0.1% |
| 7D | +9.4% | +2.2% | +7.3% | +7.5% |
| 30D | +13.5% | +2.2% | +11.3% | +11.4% |
| 3M | -0.1% | -10.4% | +10.3% | +9.0% |
| 6M | +22.5% | +5.8% | +16.6% | +15.2% |
| YTD | -2.4% | +3.3% | -5.6% | -7.2% |
| 1Y | -4.7% | +11.1% | -15.8% | -15.2% |
| 3Y | +103.2% | +56.0% | +47.2% | +27.7% |
| 5Y | -41.2% | +76.1% | -117.3% | -69.0% |
| All | -44.5% | +109.7% | -154.3% | -72.8% |
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