-36.5%
SWKS vs AFL
+149.6%
-186.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.5% |
| 7D | +9.4% | +2.9% | +6.6% | +8.0% |
| 30D | +17.0% | +8.0% | +9.0% | +12.6% |
| 3M | +28.9% | +5.9% | +23.0% | +25.1% |
| 6M | +33.1% | +11.6% | +21.5% | +24.9% |
| YTD | +44.8% | +17.5% | +27.3% | +31.8% |
| 1Y | +36.2% | +13.3% | +22.9% | +26.4% |
| 3Y | +11.5% | +67.0% | -55.5% | -17.0% |
| All | -36.5% | +149.6% | -186.2% | -64.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling