-43.4%
TOST vs AMT
-21.2%
-22.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.0% | +1.4% | +3.5% |
| 7D | +10.7% | +6.0% | +4.7% | +7.7% |
| 30D | +17.7% | +20.1% | -2.3% | +7.5% |
| 3M | +4.6% | +12.4% | -7.8% | -1.7% |
| 6M | +20.3% | +9.9% | +10.3% | +13.8% |
| YTD | -0.4% | +14.4% | -14.8% | -8.9% |
| 1Y | -0.8% | +12.4% | -13.2% | -8.5% |
| 3Y | +102.2% | +13.7% | +88.6% | +70.2% |
| 5Y | -41.3% | -17.8% | -23.5% | -30.6% |
| All | -43.4% | -21.2% | -22.3% | -28.3% |
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