+208.5%
TSCO vs ARMK
+328.3%
-119.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | +0.3% | +2.7% | -2.4% | -0.3% |
| 30D | +11.3% | -1.5% | +12.8% | +11.4% |
| 3M | +1.5% | -11.6% | +13.0% | +3.8% |
| 6M | +24.0% | +6.7% | +17.2% | +21.7% |
| YTD | -25.7% | +47.4% | -73.1% | -32.2% |
| 1Y | -33.6% | +41.5% | -75.0% | -38.8% |
| 3Y | -1.5% | +95.5% | -97.1% | -16.1% |
| 5Y | -9.6% | +108.4% | -118.0% | -25.0% |
| 10Y | +200.8% | +132.3% | +68.5% | +135.5% |
| All | +208.5% | +328.3% | -119.7% | +112.4% |
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