+261.2%
ARM vs SWK
+50.4%
+210.8%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +13.1% | -18.4% | -12.1% |
| 7D | -18.7% | +17.9% | -36.6% | -26.4% |
| 30D | -36.7% | +31.9% | -68.6% | -46.4% |
| 3M | -31.6% | +16.6% | -48.2% | -38.0% |
| 6M | -5.6% | +61.1% | -66.8% | -28.5% |
| YTD | +75.5% | +64.2% | +11.3% | +30.6% |
| 1Y | +19.3% | +85.2% | -65.9% | -17.2% |
| All | +261.2% | +50.4% | +210.8% | +160.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling