+50.8%
SWKS vs ARMK
+131.4%
-80.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +9.4% | +2.7% | +6.8% | +8.3% |
| 30D | +17.0% | -1.5% | +18.5% | +17.4% |
| 3M | +28.9% | -11.6% | +40.5% | +34.6% |
| 6M | +33.1% | +6.7% | +26.4% | +28.8% |
| YTD | +44.8% | +47.4% | -2.6% | +23.1% |
| 1Y | +36.2% | +41.5% | -5.3% | +17.6% |
| 3Y | +11.5% | +95.5% | -84.0% | -15.4% |
| 5Y | -37.1% | +108.4% | -145.4% | -53.9% |
| All | +50.8% | +131.4% | -80.5% | +7.8% |
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 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