+272.1%
ARMK vs TXT
+169.5%
+102.6%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -2.0% | +6.4% | +5.4% |
| 7D | -2.6% | -2.5% | -0.1% | -1.5% |
| 30D | -5.2% | +14.4% | -19.6% | -11.5% |
| 3M | -6.5% | -4.9% | -1.6% | -4.8% |
| 6M | +15.3% | -10.2% | +25.5% | +19.8% |
| YTD | +43.6% | -4.1% | +47.7% | +43.6% |
| 1Y | +42.1% | +4.0% | +38.1% | +36.5% |
| 3Y | +94.0% | +8.0% | +86.1% | +78.4% |
| 5Y | +96.3% | +8.4% | +87.8% | +77.2% |
| 10Y | +126.7% | +116.6% | +10.1% | +41.3% |
| All | +272.1% | +169.5% | +102.6% | +126.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling