+46.0%
SWKS vs ARMK
+130.7%
-84.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -0.8% | +6.8% | +6.3% |
| 7D | +5.7% | +2.8% | +2.9% | +4.5% |
| 30D | +17.3% | -1.8% | +19.1% | +17.9% |
| 3M | +28.3% | -10.9% | +39.1% | +33.5% |
| 6M | +26.1% | +21.2% | +4.8% | +15.7% |
| YTD | +41.1% | +47.0% | -5.9% | +20.0% |
| 1Y | +31.4% | +42.9% | -11.5% | +13.0% |
| 3Y | +7.3% | +95.0% | -87.7% | -18.5% |
| 5Y | -37.7% | +106.2% | -143.9% | -54.2% |
| 10Y | +46.0% | +131.6% | -85.6% | +4.6% |
| All | +46.0% | +130.7% | -84.7% | +4.6% |
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