+29.2%
SWK vs AVAV
+317.7%
-288.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -9.8% | +7.3% | -0.8% |
| 7D | +11.3% | -24.3% | +35.6% | +16.6% |
| 30D | +28.1% | -28.9% | +57.0% | +35.7% |
| 3M | +12.6% | -39.3% | +51.9% | +22.3% |
| 6M | +51.7% | -38.8% | +90.5% | +61.7% |
| YTD | +60.0% | -57.8% | +117.8% | +79.1% |
| 1Y | +72.7% | -70.9% | +143.6% | +107.3% |
| 3Y | +46.3% | -14.8% | +61.1% | +30.6% |
| 5Y | -24.6% | +7.3% | -31.9% | -39.5% |
| All | +29.2% | +317.7% | -288.5% | -21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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