-20.9%
AFRM vs SWK
-38.7%
+17.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.5% | -3.5% |
| 7D | -7.0% | -0.4% | -6.5% | -6.4% |
| 30D | -7.8% | -5.7% | -2.1% | -2.1% |
| 3M | +5.3% | +24.1% | -18.8% | -15.7% |
| 6M | +42.6% | +24.7% | +17.9% | +10.9% |
| YTD | -2.8% | +33.9% | -36.7% | -31.2% |
| 1Y | -19.3% | +34.7% | -54.0% | -44.4% |
| 3Y | +231.0% | +15.3% | +215.7% | +156.3% |
| All | -20.9% | -38.7% | +17.8% | +8.9% |
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