-31.6%
AFRM vs SWK
-19.5%
-12.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.4% | -1.7% | -1.7% |
| 7D | -8.4% | +11.3% | -19.7% | -17.8% |
| 30D | -18.3% | +31.5% | -49.7% | -37.7% |
| 3M | -12.7% | +14.4% | -27.1% | -24.1% |
| 6M | +3.0% | +46.4% | -43.4% | -30.0% |
| YTD | -11.4% | +61.6% | -73.0% | -47.4% |
| 1Y | -13.3% | +78.7% | -92.1% | -53.9% |
| 3Y | +194.0% | +54.4% | +139.6% | +68.2% |
| 5Y | -50.6% | -25.3% | -25.3% | -50.9% |
| All | -31.6% | -19.5% | -12.0% | -25.7% |
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