+46.9%
ROST vs ARMK
+42.9%
+4.0%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.8% | -1.7% |
| 7D | +0.9% | +7.1% | -6.3% | +0.2% |
| 30D | +5.1% | -1.6% | +6.8% | +5.2% |
| 3M | -4.3% | -10.5% | +6.3% | -3.1% |
| 6M | +9.4% | +11.8% | -2.4% | +6.7% |
| YTD | +32.5% | +47.3% | -14.8% | +19.4% |
| 1Y | +46.9% | +41.5% | +5.4% | +34.8% |
| All | +46.9% | +42.9% | +4.0% | +34.8% |
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 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