-39.5%
SWKS vs AFRM
-25.1%
-14.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.2% | +3.4% | +1.6% |
| 7D | -6.2% | -7.3% | +1.1% | -5.1% |
| 30D | -1.5% | -9.6% | +8.1% | -0.2% |
| 3M | +23.0% | -11.1% | +34.0% | +24.3% |
| 6M | +27.6% | +3.9% | +23.7% | +24.9% |
| YTD | +32.3% | -8.5% | +40.8% | +31.1% |
| 1Y | +20.1% | +3.3% | +16.9% | +16.0% |
| 3Y | +0.6% | +213.7% | -213.1% | -25.7% |
| 5Y | -42.3% | -58.5% | +16.2% | -53.6% |
| All | -39.5% | -25.1% | -14.5% | -54.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling