+248.2%
AFRM vs SWK
+50.4%
+197.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +13.1% | -8.1% | -4.4% |
| 7D | +3.1% | +17.9% | -14.8% | -9.1% |
| 30D | +1.1% | +31.9% | -30.8% | -18.1% |
| 3M | -3.2% | +16.6% | -19.8% | -14.1% |
| 6M | +12.7% | +61.1% | -48.4% | -21.9% |
| YTD | +1.6% | +64.2% | -62.7% | -32.2% |
| 1Y | +5.9% | +85.2% | -79.4% | -36.0% |
| All | +248.2% | +50.4% | +197.8% | +141.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling