-43.8%
TOST vs ARMK
+132.5%
-176.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.9% | +3.3% | +2.1% |
| 7D | +11.6% | -10.2% | +21.8% | +19.9% |
| 30D | +16.2% | -9.3% | +25.5% | +23.3% |
| 3M | +1.0% | -11.4% | +12.4% | +8.2% |
| 6M | +23.2% | +11.6% | +11.6% | +9.8% |
| YTD | -1.0% | +37.5% | -38.5% | -25.8% |
| 1Y | -9.9% | +34.9% | -44.8% | -31.5% |
| 3Y | +101.0% | +83.4% | +17.6% | +9.1% |
| 5Y | -40.4% | +87.9% | -128.3% | -71.0% |
| All | -43.8% | +132.5% | -176.2% | -75.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling