-24.9%
AFRM vs SWK
-33.3%
+8.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.3% |
| 3M | +5.3% | +24.1% | -18.8% | -15.0% |
| 6M | +42.6% | +24.7% | +17.9% | +12.1% |
| YTD | -2.8% | +33.9% | -36.7% | -30.1% |
| 1Y | -19.3% | +34.7% | -54.0% | -43.4% |
| 3Y | +231.0% | +15.3% | +215.7% | +161.3% |
| 5Y | -22.2% | -39.3% | +17.0% | -6.7% |
| All | -24.9% | -33.3% | +8.4% | -1.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling