-20.0%
TOST vs AMRZ
-17.5%
-2.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -0.9% |
| 7D | +9.4% | +1.2% | +8.3% | +9.1% |
| 30D | +13.5% | +15.1% | -1.6% | +9.8% |
| 3M | -0.1% | -18.1% | +17.9% | +3.9% |
| 6M | +22.5% | -23.5% | +45.9% | +28.7% |
| YTD | -2.4% | -21.6% | +19.3% | +0.7% |
| 1Y | -4.7% | -14.7% | +10.0% | -4.2% |
| All | -20.0% | -17.5% | -2.6% | -16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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