+666.2%
ROST vs ARMK
+330.5%
+335.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.8% | +1.2% |
| 7D | +3.2% | -0.7% | +3.9% | +3.3% |
| 30D | +7.4% | -1.3% | +8.7% | +7.6% |
| 3M | -6.1% | -2.5% | -3.6% | -5.8% |
| 6M | +6.2% | +20.8% | -14.6% | -3.0% |
| YTD | +33.4% | +48.2% | -14.7% | +11.3% |
| 1Y | +48.8% | +45.7% | +3.1% | +24.9% |
| 3Y | +99.5% | +96.6% | +3.0% | +43.2% |
| 5Y | +112.7% | +106.6% | +6.1% | +46.6% |
| 10Y | +316.4% | +132.6% | +183.9% | +147.3% |
| All | +666.2% | +330.5% | +335.7% | +314.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling