-57.6%
AFRM vs SWK
-25.4%
-32.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -2.6% | -5.3% | -5.3% |
| 7D | -6.9% | +11.3% | -18.2% | -17.0% |
| 30D | -7.0% | +28.1% | -35.1% | -28.2% |
| 3M | -11.2% | +12.6% | -23.8% | -22.2% |
| 6M | +4.3% | +51.7% | -47.4% | -33.3% |
| YTD | -6.4% | +60.0% | -66.4% | -45.5% |
| 1Y | -2.6% | +72.7% | -75.3% | -48.0% |
| 3Y | +210.6% | +46.3% | +164.3% | +80.5% |
| 5Y | -57.6% | -24.6% | -33.0% | -51.7% |
| All | -57.6% | -25.4% | -32.1% | -51.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling