-2.6%
AFRM vs SWK
+82.9%
-85.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -2.6% | -5.3% | -6.4% |
| 7D | -6.9% | +11.3% | -18.2% | -12.5% |
| 30D | -7.0% | +28.1% | -35.1% | -19.6% |
| 3M | -11.2% | +12.6% | -23.8% | -17.3% |
| 6M | +4.3% | +51.7% | -47.4% | -17.8% |
| YTD | -6.4% | +60.0% | -66.4% | -30.6% |
| 1Y | -2.6% | +72.7% | -75.3% | -33.6% |
| All | -2.6% | +82.9% | -85.5% | -33.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling