+7.4%
AVTR vs SWK
+6.6%
+0.7%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -1.5% |
| 7D | -0.1% | +11.3% | -11.4% | -5.2% |
| 30D | -0.6% | +31.5% | -32.1% | -12.6% |
| 3M | +13.4% | +14.4% | -1.0% | +5.9% |
| 6M | +87.4% | +46.4% | +40.9% | +55.4% |
| YTD | +35.9% | +61.6% | -25.7% | +6.7% |
| 1Y | +35.4% | +78.7% | -43.3% | +1.5% |
| 3Y | -16.1% | +54.4% | -70.5% | -34.6% |
| 5Y | -59.4% | -25.3% | -34.1% | -58.1% |
| All | +7.4% | +6.6% | +0.7% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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