+46.6%
ARMK vs TXT
-1.0%
+47.6%
-10.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -2.4% | -4.8% | +2.4% | -1.3% |
| 30D | 0.0% | -10.6% | +10.6% | +2.6% |
| 3M | +6.7% | -13.2% | +19.8% | +9.9% |
| 6M | +38.8% | -20.3% | +59.2% | +45.6% |
| YTD | +55.2% | -9.3% | +64.4% | +56.8% |
| 1Y | +46.6% | -2.7% | +49.3% | +46.1% |
| All | +46.6% | -1.0% | +47.6% | +46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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