-40.6%
TOST vs ARMK
+96.3%
-136.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.5% | -5.8% | -4.5% |
| 7D | +9.4% | -2.6% | +12.1% | +11.0% |
| 30D | +13.5% | -5.2% | +18.7% | +16.6% |
| 3M | -0.1% | -6.5% | +6.4% | +2.9% |
| 6M | +22.5% | +15.3% | +7.2% | +6.4% |
| YTD | -2.4% | +43.6% | -46.0% | -29.5% |
| 1Y | -4.7% | +42.1% | -46.8% | -30.6% |
| 3Y | +103.2% | +94.0% | +9.2% | +3.8% |
| All | -40.6% | +96.3% | -136.9% | -72.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling