-53.0%
SWKS vs AFRM
-23.1%
-30.0%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.6% | +6.1% | +4.0% |
| 7D | +12.5% | -7.0% | +19.5% | +13.8% |
| 30D | +10.5% | -7.8% | +18.3% | +11.8% |
| 3M | -7.4% | +5.3% | -12.7% | -8.7% |
| 6M | +32.7% | +42.6% | -10.0% | +23.1% |
| YTD | +19.2% | -2.8% | +22.0% | +17.6% |
| 1Y | +2.4% | -19.3% | +21.7% | +3.5% |
| 3Y | -25.6% | +231.0% | -256.6% | -46.7% |
| All | -53.0% | -23.1% | -30.0% | -65.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling