-60.3%
AVTR vs SWK
-25.5%
-34.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.5% | +2.3% |
| 7D | -3.6% | +11.0% | -14.6% | -8.1% |
| 30D | +0.8% | +30.1% | -29.3% | -10.0% |
| 3M | +17.4% | +14.7% | +2.7% | +10.2% |
| 6M | +83.5% | +44.5% | +39.0% | +55.3% |
| YTD | +35.0% | +59.4% | -24.4% | +8.7% |
| 1Y | +36.7% | +77.5% | -40.9% | +5.0% |
| 3Y | -15.3% | +49.5% | -64.8% | -31.9% |
| All | -60.3% | -25.5% | -34.8% | -64.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling