-2.3%
SW vs ARMK
+144.6%
-146.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.1% | +1.6% |
| 7D | -5.1% | -2.4% | -2.7% | -4.3% |
| 30D | -4.6% | 0.0% | -4.6% | -4.6% |
| 3M | +9.4% | +6.7% | +2.7% | +6.9% |
| 6M | +3.5% | +38.8% | -35.3% | -8.0% |
| YTD | +22.0% | +55.2% | -33.2% | +4.4% |
| 1Y | +2.2% | +46.6% | -44.4% | -11.0% |
| 3Y | +19.6% | +112.9% | -93.3% | -8.0% |
| All | -2.3% | +144.6% | -146.9% | -31.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling