+95.3%
ARMK vs TXT
+11.3%
+84.1%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.8% |
| 7D | +7.1% | -1.1% | +8.2% | +7.5% |
| 30D | -1.6% | +13.3% | -14.9% | -6.0% |
| 3M | -10.5% | -5.1% | -5.4% | -9.1% |
| 6M | +11.8% | -7.1% | +18.9% | +14.0% |
| YTD | +47.3% | -3.2% | +50.5% | +46.7% |
| 1Y | +41.5% | +2.3% | +39.2% | +37.8% |
| All | +95.3% | +11.3% | +84.1% | +87.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling