+308.5%
ROST vs ARMK
+134.7%
+173.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.3% |
| 7D | -2.2% | +0.3% | -2.6% | -2.4% |
| 30D | -11.4% | +2.4% | -13.8% | -12.5% |
| 3M | -1.6% | +6.1% | -7.7% | -4.4% |
| 6M | +6.8% | +41.8% | -34.9% | -8.7% |
| YTD | +25.8% | +55.5% | -29.7% | +2.9% |
| 1Y | +52.4% | +49.6% | +2.8% | +26.5% |
| 3Y | +94.4% | +122.8% | -28.4% | +31.4% |
| 5Y | +108.2% | +151.0% | -42.8% | +30.9% |
| 10Y | +308.5% | +138.0% | +170.5% | +140.8% |
| All | +308.5% | +134.7% | +173.8% | +140.8% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling