+281.6%
ARMK vs TXT
+172.0%
+109.6%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +1.1% |
| 7D | +7.1% | -1.1% | +8.2% | +7.6% |
| 30D | -1.6% | +13.3% | -14.9% | -7.7% |
| 3M | -10.5% | -5.1% | -5.4% | -8.8% |
| 6M | +11.8% | -7.1% | +18.9% | +14.4% |
| YTD | +47.3% | -3.2% | +50.5% | +46.6% |
| 1Y | +41.5% | +2.3% | +39.2% | +37.0% |
| 3Y | +95.3% | +11.1% | +84.2% | +77.1% |
| 5Y | +108.1% | +10.0% | +98.1% | +86.7% |
| 10Y | +132.0% | +91.1% | +40.9% | +48.8% |
| All | +281.6% | +172.0% | +109.6% | +131.0% |
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 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