-9.6%
TOST vs AMRZ
-13.9%
+4.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.3% |
| 7D | +3.0% | +0.2% | +2.7% | +2.9% |
| 30D | +10.3% | +16.2% | -5.9% | +6.5% |
| 3M | -3.3% | -8.9% | +5.6% | -1.6% |
| 6M | +37.8% | -20.1% | +57.9% | +43.2% |
| YTD | -2.8% | -21.3% | +18.5% | -1.4% |
| 1Y | -9.6% | -12.6% | +3.1% | -16.5% |
| All | -9.6% | -13.9% | +4.3% | -16.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling