+50.0%
SWK vs ARMK
+83.8%
-33.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.9% | +1.3% | -0.9% |
| 7D | +11.3% | -10.2% | +21.5% | +16.4% |
| 30D | +28.1% | -9.3% | +37.4% | +33.0% |
| 3M | +12.6% | -11.4% | +24.0% | +17.9% |
| 6M | +51.7% | +11.6% | +40.1% | +40.5% |
| YTD | +60.0% | +37.5% | +22.5% | +32.4% |
| 1Y | +72.7% | +34.9% | +37.8% | +44.3% |
| All | +50.0% | +83.8% | -33.8% | +12.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling