-27.7%
AFRM vs SWK
-20.3%
-7.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -2.6% | -5.3% | -5.4% |
| 7D | -6.9% | +11.3% | -18.2% | -16.5% |
| 30D | -7.0% | +28.1% | -35.1% | -27.3% |
| 3M | -11.2% | +12.6% | -23.8% | -21.6% |
| 6M | +4.3% | +51.7% | -47.4% | -31.8% |
| YTD | -6.4% | +60.0% | -66.4% | -43.9% |
| 1Y | -2.6% | +72.7% | -75.3% | -46.2% |
| 3Y | +210.6% | +46.3% | +164.3% | +88.5% |
| 5Y | -57.6% | -24.6% | -33.0% | -57.5% |
| All | -27.7% | -20.3% | -7.4% | -20.7% |
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