-44.5%
TOST vs AMT
-22.5%
-22.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.0% | +2.5% | +3.0% |
| 7D | 0.0% | +1.5% | -1.5% | -0.7% |
| 30D | +16.2% | +6.8% | +9.4% | +12.4% |
| 3M | -1.5% | +11.2% | -12.7% | -6.8% |
| 6M | +55.3% | +12.5% | +42.8% | +44.9% |
| YTD | -2.3% | +12.5% | -14.8% | -9.9% |
| 1Y | -5.5% | +10.1% | -15.6% | -12.0% |
| 3Y | +151.1% | +16.0% | +135.1% | +106.3% |
| 5Y | -27.9% | -17.2% | -10.8% | -18.6% |
| All | -44.5% | -22.5% | -22.1% | -29.1% |
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