+27.1%
SW vs AFRM
-0.6%
+27.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.8% | +6.3% | +0.1% |
| 7D | +4.7% | -6.9% | +11.6% | +6.1% |
| 30D | +5.0% | -7.0% | +12.0% | +6.2% |
| 3M | -7.3% | -11.2% | +3.9% | -5.6% |
| 6M | +15.0% | +4.3% | +10.7% | +13.3% |
| YTD | +18.5% | -6.4% | +24.9% | +15.3% |
| 1Y | +27.1% | -2.6% | +29.7% | +22.5% |
| All | +27.1% | -0.6% | +27.8% | +22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 AFRM 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