-28.9%
AVTR vs SWK
+15.2%
-44.1%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.9% |
| 7D | +2.7% | -0.4% | +3.1% | +2.9% |
| 30D | +12.1% | -5.7% | +17.8% | +15.2% |
| 3M | +57.2% | +24.1% | +33.2% | +40.6% |
| 6M | +73.1% | +24.7% | +48.4% | +53.4% |
| YTD | +30.6% | +33.9% | -3.3% | +11.4% |
| 1Y | +13.5% | +34.7% | -21.2% | -3.6% |
| All | -28.9% | +15.2% | -44.1% | -34.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling