-40.9%
TSCO vs ARMK
+47.4%
-88.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.3% |
| 7D | +0.8% | -2.4% | +3.2% | +1.3% |
| 30D | +5.5% | 0.0% | +5.4% | +5.2% |
| 3M | +20.0% | +6.7% | +13.3% | +17.6% |
| 6M | -29.8% | +38.8% | -68.6% | -35.7% |
| YTD | -28.7% | +55.2% | -83.8% | -37.2% |
| 1Y | -40.9% | +46.6% | -87.5% | -46.8% |
| All | -40.9% | +47.4% | -88.3% | -46.8% |
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