+147.8%
SW vs ARMK
+131.6%
+16.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.1% | +1.4% |
| 7D | -5.1% | -2.4% | -2.7% | -4.8% |
| 30D | -4.6% | 0.0% | -4.6% | -4.6% |
| 3M | +9.4% | +6.7% | +2.7% | +8.5% |
| 6M | +3.5% | +38.8% | -35.3% | -0.6% |
| YTD | +22.0% | +55.2% | -33.2% | +15.7% |
| 1Y | +2.2% | +46.6% | -44.4% | -2.5% |
| 3Y | +19.6% | +112.9% | -93.3% | +10.1% |
| 5Y | -2.3% | +144.0% | -146.3% | -11.1% |
| All | +147.8% | +131.6% | +16.2% | +155.9% |
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