+106.1%
TOST vs ARMK
+83.8%
+22.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.9% | +3.3% | +1.0% |
| 7D | +11.6% | -10.2% | +21.8% | +16.6% |
| 30D | +16.2% | -9.3% | +25.5% | +20.5% |
| 3M | +1.0% | -11.4% | +12.4% | +5.6% |
| 6M | +23.2% | +11.6% | +11.6% | +14.4% |
| YTD | -1.0% | +37.5% | -38.5% | -18.2% |
| 1Y | -9.9% | +34.9% | -44.8% | -24.7% |
| All | +106.1% | +83.8% | +22.3% | +45.4% |
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