+56.7%
TOST vs ARMK
+114.7%
-58.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +0.9% | +0.5% |
| 7D | -3.4% | -2.4% | -1.0% | -2.3% |
| 30D | -2.4% | 0.0% | -2.5% | -2.8% |
| 3M | +34.6% | +6.7% | +28.0% | +29.6% |
| 6M | +15.2% | +38.8% | -23.6% | -4.4% |
| YTD | -4.4% | +55.2% | -59.6% | -25.7% |
| 1Y | -17.4% | +46.6% | -64.0% | -33.8% |
| All | +56.7% | +114.7% | -58.0% | -9.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling