+23.2%
TOST vs ARMK
+12.8%
+10.4%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.9% | +3.3% | -0.8% |
| 7D | +11.6% | -10.2% | +21.8% | +11.1% |
| 30D | +16.2% | -9.3% | +25.5% | +15.8% |
| 3M | +1.0% | -11.4% | +12.4% | +1.3% |
| 6M | +23.2% | +11.6% | +11.6% | +24.4% |
| All | +23.2% | +12.8% | +10.4% | +24.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling