-27.0%
SWK vs ARMK
+106.1%
-133.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.3% |
| 7D | -2.3% | +2.8% | -5.1% | -3.7% |
| 30D | +30.4% | -1.8% | +32.2% | +30.6% |
| 3M | +12.1% | -10.9% | +23.0% | +18.2% |
| 6M | +49.1% | +21.2% | +27.8% | +31.7% |
| YTD | +60.4% | +47.0% | +13.4% | +26.9% |
| 1Y | +78.3% | +42.9% | +35.5% | +43.3% |
| 3Y | +53.3% | +95.0% | -41.7% | +0.9% |
| 5Y | -27.0% | +106.2% | -133.2% | -53.7% |
| All | -27.0% | +106.1% | -133.1% | -53.7% |
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