-13.3%
AFRM vs SWK
+77.0%
-90.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.4% | -1.7% | -2.3% |
| 7D | -8.4% | +11.3% | -19.7% | -13.7% |
| 30D | -18.3% | +31.5% | -49.7% | -30.0% |
| 3M | -12.7% | +14.4% | -27.1% | -19.1% |
| 6M | +3.0% | +46.4% | -43.4% | -16.5% |
| YTD | -11.4% | +61.6% | -73.0% | -33.1% |
| 1Y | -13.3% | +78.7% | -92.1% | -40.4% |
| All | -13.3% | +77.0% | -90.3% | -40.4% |
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