+32.1%
SWKS vs AVAV
+361.4%
-329.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +10.5% | -9.3% | -0.8% |
| 7D | -6.2% | -10.6% | +4.4% | -4.3% |
| 30D | -1.5% | -18.8% | +17.3% | +2.2% |
| 3M | +23.0% | -34.1% | +57.1% | +32.3% |
| 6M | +27.6% | -35.3% | +62.9% | +35.7% |
| YTD | +32.3% | -53.4% | +85.7% | +45.1% |
| 1Y | +20.1% | -65.6% | +85.8% | +39.9% |
| 3Y | +0.6% | -5.1% | +5.7% | -12.8% |
| 5Y | -42.3% | +18.5% | -60.8% | -55.3% |
| All | +32.1% | +361.4% | -329.3% | -22.0% |
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