+32.4%
SWKS vs AFL
+348.2%
-315.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.2% | +0.3% |
| 7D | -2.7% | +0.5% | -3.3% | -3.0% |
| 30D | +8.5% | +9.3% | -0.8% | +3.7% |
| 3M | +17.3% | +1.0% | +16.3% | +16.4% |
| 6M | +25.1% | +11.8% | +13.3% | +17.1% |
| YTD | +33.3% | +15.3% | +18.0% | +22.8% |
| 1Y | +22.9% | +12.1% | +10.9% | +14.7% |
| 3Y | +5.5% | +65.0% | -59.4% | -20.2% |
| 5Y | -41.9% | +149.1% | -191.0% | -64.9% |
| 10Y | +32.4% | +340.9% | -308.5% | -37.9% |
| All | +32.4% | +348.2% | -315.7% | -37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 10y: compounded portfolio wealth divided by compounded AFL 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…
10y analysis · Full analysis span regression · 6 months rolling