+51.9%
ARMK vs TXT
-2.3%
+54.2%
-10.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.3% |
| 7D | +1.7% | -0.2% | +1.9% | +1.7% |
| 30D | +3.1% | -11.1% | +14.2% | +5.9% |
| 3M | +9.2% | -13.0% | +22.2% | +12.6% |
| 6M | +43.7% | -16.2% | +59.9% | +49.1% |
| YTD | +57.4% | -8.7% | +66.1% | +58.7% |
| 1Y | +51.9% | -3.8% | +55.6% | +51.0% |
| All | +51.9% | -2.3% | +54.2% | +51.0% |
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