+32.1%
SWKS vs ARMK
+123.7%
-91.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.5% | -3.2% | -0.4% |
| 7D | -6.2% | -2.6% | -3.5% | -5.3% |
| 30D | -1.5% | -5.2% | +3.7% | +0.3% |
| 3M | +23.0% | -6.5% | +29.5% | +25.5% |
| 6M | +27.6% | +15.3% | +12.3% | +19.4% |
| YTD | +32.3% | +43.6% | -11.3% | +13.6% |
| 1Y | +20.1% | +42.1% | -21.9% | +3.5% |
| 3Y | +0.6% | +94.0% | -93.4% | -23.4% |
| 5Y | -42.3% | +96.3% | -138.6% | -56.8% |
| All | +32.1% | +123.7% | -91.6% | -4.9% |
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