+214.0%
ARM vs SWKS
-1.9%
+215.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -2.1% | -11.0% | -11.6% |
| 7D | -27.1% | -9.2% | -17.9% | -21.7% |
| 30D | -44.9% | -1.9% | -43.0% | -44.0% |
| 3M | -39.3% | +21.2% | -60.5% | -47.9% |
| 6M | -20.2% | +12.9% | -33.1% | -29.1% |
| YTD | +52.5% | +30.7% | +21.8% | +20.0% |
| 1Y | +4.1% | +14.1% | -10.1% | -9.4% |
| All | +214.0% | -1.9% | +215.9% | +186.0% |
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