+94.0%
ARMK vs TXT
+7.8%
+86.2%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -2.0% | +6.4% | +5.1% |
| 7D | -2.6% | -2.5% | -0.1% | -1.8% |
| 30D | -5.2% | +14.4% | -19.6% | -9.7% |
| 3M | -6.5% | -4.9% | -1.6% | -5.1% |
| 6M | +15.3% | -10.2% | +25.5% | +19.0% |
| YTD | +43.6% | -4.1% | +47.7% | +43.5% |
| 1Y | +42.1% | +4.0% | +38.1% | +37.4% |
| 3Y | +94.0% | +8.0% | +86.1% | +84.8% |
| All | +94.0% | +7.8% | +86.2% | +84.8% |
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