+301.5%
ROST vs ARMK
+131.4%
+170.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.5% | -2.4% |
| 7D | +0.3% | +2.7% | -2.4% | -0.8% |
| 30D | +0.5% | -1.5% | +2.0% | +0.7% |
| 3M | -5.2% | -11.6% | +6.3% | -0.8% |
| 6M | +9.8% | +6.7% | +3.1% | +5.7% |
| YTD | +29.4% | +47.4% | -18.0% | +7.7% |
| 1Y | +44.4% | +41.5% | +2.9% | +22.2% |
| 3Y | +95.0% | +95.5% | -0.5% | +39.0% |
| 5Y | +111.9% | +108.4% | +3.5% | +43.9% |
| All | +301.5% | +131.4% | +170.1% | +140.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling