+261.2%
ARM vs SWKS
+0.2%
+261.0%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.9% | -2.4% | -3.3% |
| 7D | -18.7% | -4.9% | -13.8% | -15.6% |
| 30D | -36.7% | -1.2% | -35.5% | -36.1% |
| 3M | -31.6% | +24.2% | -55.8% | -42.5% |
| 6M | -5.6% | +21.5% | -27.1% | -20.9% |
| YTD | +75.5% | +33.5% | +42.0% | +35.8% |
| 1Y | +19.3% | +18.9% | +0.4% | +0.6% |
| All | +261.2% | +0.2% | +261.0% | +223.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling