-45.7%
TOST vs ARMK
+162.4%
-208.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +0.9% | +0.7% |
| 7D | -3.4% | -2.4% | -1.0% | -1.7% |
| 30D | -2.4% | 0.0% | -2.5% | -3.1% |
| 3M | +34.6% | +6.7% | +28.0% | +27.3% |
| 6M | +15.2% | +38.8% | -23.6% | -12.2% |
| YTD | -4.4% | +55.2% | -59.6% | -33.6% |
| 1Y | -17.4% | +46.6% | -64.0% | -40.1% |
| 3Y | +54.5% | +112.9% | -58.4% | -24.4% |
| All | -45.7% | +162.4% | -208.1% | -78.3% |
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