+185.4%
SW vs ARMK
+114.2%
+71.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.9% | +2.4% | -1.0% |
| 7D | +4.7% | -10.2% | +14.9% | +6.0% |
| 30D | +5.0% | -9.3% | +14.3% | +6.2% |
| 3M | -7.3% | -11.4% | +4.1% | -6.0% |
| 6M | +15.0% | +11.6% | +3.4% | +13.3% |
| YTD | +18.5% | +37.5% | -19.0% | +14.0% |
| 1Y | +27.1% | +34.9% | -7.8% | +22.5% |
| 3Y | +49.3% | +83.4% | -34.1% | +39.9% |
| 5Y | -1.6% | +87.9% | -89.5% | -8.7% |
| All | +185.4% | +114.2% | +71.2% | +188.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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