+29.5%
SWK vs ARMK
+131.1%
-101.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.2% | -1.4% | +0.9% |
| 7D | +10.7% | +0.9% | +9.8% | +9.8% |
| 30D | +33.3% | -0.4% | +33.7% | +32.7% |
| 3M | +14.7% | -2.0% | +16.6% | +14.7% |
| 6M | +48.5% | +22.0% | +26.6% | +33.5% |
| YTD | +63.9% | +49.6% | +14.3% | +33.8% |
| 1Y | +80.4% | +46.4% | +34.1% | +48.8% |
| 3Y | +58.1% | +103.2% | -45.1% | +10.5% |
| 5Y | -24.5% | +108.1% | -132.6% | -48.5% |
| 10Y | +29.5% | +129.4% | -99.9% | -18.5% |
| All | +29.5% | +131.1% | -101.6% | -18.5% |
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