+108.3%
ARMK vs TXT
+8.5%
+99.8%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.5% |
| 7D | +2.7% | +0.1% | +2.5% | +2.6% |
| 30D | -1.5% | +13.3% | -14.8% | -7.4% |
| 3M | -11.6% | -5.0% | -6.6% | -9.8% |
| 6M | +6.7% | -8.4% | +15.2% | +10.0% |
| YTD | +47.4% | -4.0% | +51.4% | +47.1% |
| 1Y | +41.5% | +2.8% | +38.7% | +36.2% |
| 3Y | +95.5% | +10.3% | +85.3% | +73.9% |
| All | +108.3% | +8.5% | +99.8% | +81.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling