+52.3%
ROST vs ARMK
+47.4%
+4.9%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.4% | -0.3% |
| 7D | +0.9% | -2.4% | +3.3% | +1.2% |
| 30D | -8.9% | 0.0% | -8.9% | -8.8% |
| 3M | -0.8% | +6.7% | -7.5% | -1.8% |
| 6M | +8.5% | +38.8% | -30.3% | +1.4% |
| YTD | +28.6% | +55.2% | -26.6% | +16.3% |
| 1Y | +52.3% | +46.6% | +5.7% | +40.1% |
| All | +52.3% | +47.4% | +4.9% | +40.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling