-44.8%
TOST vs ARMK
+150.6%
-195.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.1% |
| 7D | +3.0% | -0.7% | +3.7% | +2.9% |
| 30D | +10.3% | -1.3% | +11.6% | +10.1% |
| 3M | -3.3% | -2.5% | -0.8% | -3.4% |
| 6M | +37.8% | +20.8% | +17.0% | +16.0% |
| YTD | -2.8% | +48.2% | -51.0% | -31.0% |
| 1Y | -9.6% | +45.7% | -55.3% | -35.0% |
| 3Y | +144.6% | +96.6% | +48.1% | +26.4% |
| 5Y | -31.0% | +106.6% | -137.6% | -68.5% |
| All | -44.8% | +150.6% | -195.4% | -77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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