+19.6%
SW vs AFRM
+232.3%
-212.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.6% | +3.9% | +1.7% |
| 7D | -5.1% | -7.0% | +1.9% | -4.1% |
| 30D | -4.6% | -7.8% | +3.2% | -3.5% |
| 3M | +9.4% | +5.3% | +4.1% | +8.3% |
| 6M | +3.5% | +42.6% | -39.1% | -2.3% |
| YTD | +22.0% | -2.8% | +24.8% | +20.8% |
| 1Y | +2.2% | -19.3% | +21.5% | +3.1% |
| All | +19.6% | +232.3% | -212.7% | -3.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling