+67.1%
SWK vs ARMK
+350.8%
-283.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.3% |
| 7D | -0.4% | -2.4% | +2.0% | +0.6% |
| 30D | -5.7% | 0.0% | -5.7% | -5.9% |
| 3M | +24.1% | +6.7% | +17.4% | +20.2% |
| 6M | +24.7% | +38.8% | -14.1% | +6.8% |
| YTD | +33.9% | +55.2% | -21.2% | +8.8% |
| 1Y | +34.7% | +46.6% | -11.9% | +12.2% |
| 3Y | +15.3% | +112.9% | -97.6% | -19.9% |
| 5Y | -39.3% | +144.0% | -183.2% | -60.8% |
| 10Y | +2.5% | +132.4% | -129.9% | -37.7% |
| All | +67.1% | +350.8% | -283.7% | -9.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling