+149.8%
TOST vs ARMK
+101.3%
+48.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.2% | -3.9% | -1.4% |
| 7D | +4.0% | +0.9% | +3.1% | +3.4% |
| 30D | +11.1% | -0.4% | +11.4% | +10.7% |
| 3M | +0.8% | -2.0% | +2.8% | +0.8% |
| 6M | +38.8% | +22.0% | +16.8% | +24.3% |
| YTD | -2.1% | +49.6% | -51.7% | -21.8% |
| 1Y | -6.0% | +46.4% | -52.4% | -24.0% |
| 3Y | +149.8% | +103.2% | +46.6% | +73.6% |
| All | +149.8% | +101.3% | +48.5% | +73.6% |
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