-64.4%
AVTR vs SWK
-38.7%
-25.6%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.8% |
| 7D | +2.7% | -0.4% | +3.1% | +2.9% |
| 30D | +12.1% | -5.7% | +17.8% | +14.8% |
| 3M | +57.2% | +24.1% | +33.2% | +42.8% |
| 6M | +73.1% | +24.7% | +48.4% | +55.9% |
| YTD | +30.6% | +33.9% | -3.3% | +14.0% |
| 1Y | +13.5% | +34.7% | -21.2% | -1.2% |
| 3Y | -31.0% | +15.3% | -46.3% | -38.2% |
| All | -64.4% | -38.7% | -25.6% | -65.8% |
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