-45.7%
TOST vs AMT
-29.6%
-16.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.1% | +0.6% |
| 7D | -3.4% | -0.2% | -3.2% | -3.4% |
| 30D | -2.4% | +4.6% | -7.1% | -4.7% |
| 3M | +34.6% | -8.4% | +43.1% | +39.9% |
| 6M | +15.2% | -6.0% | +21.2% | +17.9% |
| YTD | -4.4% | +2.1% | -6.5% | -7.3% |
| 1Y | -17.4% | -6.4% | -11.0% | -16.2% |
| 3Y | +54.5% | +8.1% | +46.4% | +30.4% |
| All | -45.7% | -29.6% | -16.1% | -27.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling