+112.3%
ROST vs ARMK
+144.6%
-32.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.4% | -0.1% |
| 7D | +0.9% | -2.4% | +3.3% | +1.8% |
| 30D | -8.9% | 0.0% | -8.9% | -9.1% |
| 3M | -0.8% | +6.7% | -7.5% | -3.6% |
| 6M | +8.5% | +38.8% | -30.3% | -5.4% |
| YTD | +28.6% | +55.2% | -26.6% | +6.7% |
| 1Y | +52.3% | +46.6% | +5.7% | +29.1% |
| 3Y | +94.8% | +112.9% | -18.1% | +34.3% |
| All | +112.3% | +144.6% | -32.3% | +30.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling