+39.8%
SWKS vs AVTR
+5.1%
+34.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -1.0% | +0.4% |
| 7D | -6.2% | -3.6% | -2.5% | -4.8% |
| 30D | -1.5% | +0.8% | -2.3% | -1.9% |
| 3M | +23.0% | +17.4% | +5.6% | +15.1% |
| 6M | +27.6% | +83.5% | -55.9% | -2.5% |
| YTD | +32.3% | +35.0% | -2.7% | +13.3% |
| 1Y | +20.1% | +36.7% | -16.5% | +2.0% |
| 3Y | +0.6% | -15.3% | +16.0% | -1.9% |
| 5Y | -42.3% | -59.5% | +17.2% | -23.5% |
| All | +39.8% | +5.1% | +34.7% | +16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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