-44.5%
TOST vs AMT
-23.6%
-20.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.7% | +1.3% | -0.1% |
| 7D | +9.4% | +0.5% | +8.9% | +9.2% |
| 30D | +13.5% | +13.6% | -0.1% | +6.4% |
| 3M | -0.1% | +11.5% | -11.6% | -5.7% |
| 6M | +22.5% | +6.9% | +15.5% | +17.4% |
| YTD | -2.4% | +10.8% | -13.2% | -9.3% |
| 1Y | -4.7% | +10.3% | -15.0% | -11.5% |
| 3Y | +103.2% | +12.4% | +90.8% | +70.7% |
| 5Y | -41.2% | -20.1% | -21.2% | -29.9% |
| All | -44.5% | -23.6% | -20.9% | -28.6% |
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