-43.8%
TOST vs AMT
-21.5%
-22.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.1% | -0.4% |
| 7D | +11.6% | +4.4% | +7.3% | +9.4% |
| 30D | +16.2% | +17.7% | -1.5% | +7.1% |
| 3M | +1.0% | +16.7% | -15.6% | -6.7% |
| 6M | +23.2% | +11.1% | +12.1% | +15.8% |
| YTD | -1.0% | +13.9% | -14.9% | -9.2% |
| 1Y | -9.9% | +12.5% | -22.4% | -17.0% |
| 3Y | +101.0% | +13.2% | +87.9% | +69.5% |
| 5Y | -40.4% | -17.9% | -22.5% | -29.8% |
| All | -43.8% | -21.5% | -22.2% | -28.5% |
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