+30.5%
SWKS vs AVAV
+317.7%
-287.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -9.8% | +7.8% | -0.2% |
| 7D | -9.2% | -24.3% | +15.1% | -4.3% |
| 30D | -1.9% | -28.9% | +27.0% | +4.5% |
| 3M | +21.2% | -39.3% | +60.5% | +32.6% |
| 6M | +12.9% | -38.8% | +51.7% | +21.3% |
| YTD | +30.7% | -57.8% | +88.5% | +46.2% |
| 1Y | +14.1% | -70.9% | +85.0% | +37.6% |
| 3Y | -1.7% | -14.8% | +13.1% | -12.9% |
| 5Y | -43.0% | +7.3% | -50.3% | -55.0% |
| All | +30.5% | +317.7% | -287.1% | -21.4% |
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