+4.1%
ARM vs SWK
+82.9%
-78.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -2.6% | -10.5% | -11.8% |
| 7D | -27.1% | +11.3% | -38.4% | -31.2% |
| 30D | -44.9% | +28.1% | -73.0% | -52.4% |
| 3M | -39.3% | +12.6% | -51.9% | -43.3% |
| 6M | -20.2% | +51.7% | -71.9% | -37.4% |
| YTD | +52.5% | +60.0% | -7.4% | +15.8% |
| 1Y | +4.1% | +72.7% | -68.6% | -21.0% |
| All | +4.1% | +82.9% | -78.9% | -21.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling