+282.1%
SWKS vs ARMK
+315.5%
-33.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.2% | +1.3% | -1.3% |
| 7D | -4.9% | -5.8% | +0.9% | -2.8% |
| 30D | -1.2% | -5.3% | +4.1% | +0.8% |
| 3M | +24.2% | -6.7% | +30.9% | +27.0% |
| 6M | +21.5% | +17.4% | +4.1% | +12.7% |
| YTD | +33.5% | +43.0% | -9.5% | +14.4% |
| 1Y | +18.9% | +40.3% | -21.4% | +2.6% |
| 3Y | +0.4% | +90.8% | -90.5% | -23.7% |
| 5Y | -44.3% | +102.2% | -146.5% | -59.1% |
| 10Y | +37.1% | +125.8% | -88.6% | -7.6% |
| All | +282.1% | +315.5% | -33.4% | +133.9% |
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 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