-43.0%
SWKS vs ARMK
+90.4%
-133.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.9% | +1.8% | -0.1% |
| 7D | -9.2% | -10.2% | +1.0% | -4.2% |
| 30D | -1.9% | -9.3% | +7.4% | +2.8% |
| 3M | +21.2% | -11.4% | +32.6% | +28.0% |
| 6M | +12.9% | +11.6% | +1.3% | +4.1% |
| YTD | +30.7% | +37.5% | -6.7% | +6.8% |
| 1Y | +14.1% | +34.9% | -20.8% | -5.8% |
| 3Y | -1.7% | +83.4% | -85.1% | -33.7% |
| 5Y | -43.0% | +87.9% | -130.9% | -65.7% |
| All | -43.0% | +90.4% | -133.4% | -65.7% |
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