-17.1%
AVTR vs SWK
+46.5%
-63.6%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.6% | -0.7% | -2.1% |
| 7D | -9.2% | +11.3% | -20.5% | -14.1% |
| 30D | -1.9% | +28.1% | -30.0% | -13.4% |
| 3M | +13.3% | +12.6% | +0.7% | +6.2% |
| 6M | +88.1% | +51.7% | +36.4% | +50.5% |
| YTD | +32.1% | +60.0% | -27.9% | +1.6% |
| 1Y | +30.7% | +72.7% | -41.9% | -3.6% |
| All | -17.1% | +46.5% | -63.6% | -36.3% |
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