+296.4%
ARM vs SWK
+23.4%
+273.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.9% | +3.0% | +3.4% |
| 7D | +5.5% | -0.4% | +5.9% | +5.7% |
| 30D | -8.2% | -5.7% | -2.5% | -5.2% |
| 3M | -35.9% | +24.1% | -60.0% | -43.3% |
| 6M | +103.1% | +24.7% | +78.4% | +78.9% |
| YTD | +130.6% | +33.9% | +96.7% | +94.6% |
| 1Y | +86.1% | +34.7% | +51.4% | +55.4% |
| All | +296.4% | +23.4% | +273.0% | +228.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 10y: compounded portfolio wealth divided by compounded SWK 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…
10y analysis · Full analysis span regression · 6 months rolling