+196.2%
TSCO vs ARMK
+350.8%
-154.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.3% |
| 3M | +20.0% | +6.7% | +13.3% | +18.1% |
| 6M | -29.8% | +38.8% | -68.6% | -34.8% |
| YTD | -28.7% | +55.2% | -83.8% | -35.4% |
| 1Y | -40.9% | +46.6% | -87.5% | -45.9% |
| 3Y | -15.9% | +112.9% | -128.8% | -29.5% |
| 5Y | -3.5% | +144.0% | -147.4% | -22.2% |
| 10Y | +142.2% | +132.4% | +9.8% | +91.7% |
| All | +196.2% | +350.8% | -154.7% | +102.3% |
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