-37.7%
SWKS vs AVTR
-59.2%
+21.5%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +1.0% | +4.9% | +5.6% |
| 7D | +5.7% | +0.5% | +5.2% | +5.5% |
| 30D | +17.3% | +1.5% | +15.8% | +16.7% |
| 3M | +28.3% | +14.2% | +14.0% | +22.4% |
| 6M | +26.1% | +97.4% | -71.3% | -2.3% |
| YTD | +41.1% | +37.3% | +3.8% | +23.5% |
| 1Y | +31.4% | +36.8% | -5.4% | +14.9% |
| 3Y | +7.3% | -15.2% | +22.5% | +6.2% |
| 5Y | -37.7% | -59.2% | +21.5% | -18.8% |
| All | -37.7% | -59.2% | +21.5% | -18.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling