+28.7%
SWK vs ARMK
+123.7%
-95.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.5% | -4.8% | -2.4% |
| 7D | +11.0% | -2.6% | +13.7% | +12.0% |
| 30D | +30.1% | -5.2% | +35.2% | +32.4% |
| 3M | +14.7% | -6.5% | +21.2% | +17.1% |
| 6M | +44.5% | +15.3% | +29.2% | +33.3% |
| YTD | +59.4% | +43.6% | +15.8% | +32.6% |
| 1Y | +77.5% | +42.1% | +35.5% | +48.4% |
| 3Y | +49.5% | +94.0% | -44.5% | +6.7% |
| 5Y | -24.9% | +96.3% | -121.1% | -47.4% |
| All | +28.7% | +123.7% | -95.0% | -17.3% |
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