-41.3%
TSCO vs ARMK
+49.9%
-91.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | -3.1% | -0.9% | -2.2% | -2.9% |
| 30D | -4.4% | -5.9% | +1.6% | -2.9% |
| 3M | +9.7% | +6.7% | +3.0% | +7.5% |
| 6M | -32.4% | +42.5% | -75.0% | -38.5% |
| YTD | -31.7% | +55.1% | -86.8% | -39.8% |
| 1Y | -41.3% | +50.3% | -91.6% | -48.0% |
| All | -41.3% | +49.9% | -91.2% | -48.0% |
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