+349.4%
AFL vs SWK
+29.6%
+319.9%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.4% | -1.6% |
| 7D | +0.1% | +11.0% | -10.9% | -3.7% |
| 30D | +10.0% | +30.1% | -20.0% | +0.2% |
| 3M | -1.6% | +14.7% | -16.2% | -6.6% |
| 6M | +10.5% | +44.5% | -34.0% | -4.2% |
| YTD | +14.3% | +59.4% | -45.1% | -5.6% |
| 1Y | +11.4% | +77.5% | -66.1% | -11.9% |
| 3Y | +62.4% | +49.5% | +13.0% | +28.0% |
| 5Y | +144.8% | -24.9% | +169.7% | +156.5% |
| All | +349.4% | +29.6% | +319.9% | +228.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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