+241.1%
SWKS vs ARMK
+350.8%
-109.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.4% | +3.9% |
| 7D | +12.5% | -2.4% | +14.9% | +13.5% |
| 30D | +10.5% | 0.0% | +10.5% | +10.1% |
| 3M | -7.4% | +6.7% | -14.1% | -10.1% |
| 6M | +32.7% | +38.8% | -6.2% | +15.4% |
| YTD | +19.2% | +55.2% | -36.0% | -0.9% |
| 1Y | +2.4% | +46.6% | -44.2% | -13.1% |
| 3Y | -25.6% | +112.9% | -138.5% | -45.8% |
| 5Y | -53.4% | +144.0% | -197.4% | -68.1% |
| 10Y | +23.2% | +132.4% | -109.3% | -17.4% |
| All | +241.1% | +350.8% | -109.8% | +102.6% |
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 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