+315.8%
ROST vs ARMK
+137.5%
+178.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -1.0% |
| 7D | +0.2% | +1.7% | -1.5% | -0.5% |
| 30D | -10.0% | +3.1% | -13.1% | -11.4% |
| 3M | +1.2% | +9.2% | -8.0% | -2.9% |
| 6M | +8.9% | +43.7% | -34.7% | -7.4% |
| YTD | +28.1% | +57.4% | -29.3% | +4.3% |
| 1Y | +53.0% | +51.9% | +1.1% | +26.1% |
| 3Y | +97.9% | +125.4% | -27.5% | +33.1% |
| 5Y | +112.0% | +149.1% | -37.1% | +33.7% |
| All | +315.8% | +137.5% | +178.3% | +143.9% |
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