-44.4%
TOST vs AMT
-23.5%
-20.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | +4.0% | +0.4% | +3.7% | +3.9% |
| 30D | +11.1% | +3.7% | +7.3% | +9.0% |
| 3M | +0.8% | +10.7% | -9.9% | -4.4% |
| 6M | +38.8% | +9.3% | +29.5% | +31.4% |
| YTD | -2.1% | +10.9% | -13.0% | -9.1% |
| 1Y | -6.0% | +10.5% | -16.6% | -12.8% |
| 3Y | +149.8% | +15.5% | +134.2% | +104.9% |
| 5Y | -42.8% | -20.6% | -22.2% | -31.1% |
| All | -44.4% | -23.5% | -20.8% | -28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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