+296.4%
ARM vs SWKS
-16.6%
+313.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +3.5% | +0.4% | +1.3% |
| 7D | +5.5% | +12.5% | -7.1% | -3.5% |
| 30D | -8.2% | +10.5% | -18.7% | -15.0% |
| 3M | -35.9% | -7.4% | -28.5% | -32.0% |
| 6M | +103.1% | +32.7% | +70.5% | +60.9% |
| YTD | +130.6% | +19.2% | +111.5% | +95.6% |
| 1Y | +86.1% | +2.4% | +83.7% | +74.6% |
| All | +296.4% | -16.6% | +313.1% | +339.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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