-12.6%
TOST vs ARMK
+42.9%
-55.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.7% |
| 7D | -4.7% | +7.1% | -11.8% | -5.9% |
| 30D | +8.5% | -1.6% | +10.2% | +8.7% |
| 3M | -1.6% | -10.5% | +9.0% | +1.2% |
| 6M | +44.1% | +11.8% | +32.3% | +37.7% |
| YTD | -5.6% | +47.3% | -52.9% | -24.1% |
| 1Y | -12.6% | +41.5% | -54.0% | -27.5% |
| All | -12.6% | +42.9% | -55.5% | -27.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling