-7.5%
TSCO vs ARMK
+146.8%
-154.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.2% | -2.5% | -3.3% |
| 7D | -2.5% | +0.3% | -2.8% | -2.6% |
| 30D | -1.1% | +2.4% | -3.5% | -1.9% |
| 3M | +14.3% | +6.1% | +8.2% | +12.2% |
| 6M | -31.9% | +41.8% | -73.6% | -38.5% |
| YTD | -30.7% | +55.5% | -86.2% | -39.2% |
| 1Y | -41.1% | +49.6% | -90.6% | -47.8% |
| 3Y | -17.1% | +122.8% | -139.9% | -35.7% |
| 5Y | -7.5% | +151.0% | -158.5% | -31.3% |
| All | -7.5% | +146.8% | -154.4% | -31.3% |
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