-36.5%
SWKS vs AVTR
-58.9%
+22.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | +9.4% | +0.5% | +9.0% | +9.3% |
| 30D | +17.0% | -1.0% | +18.0% | +17.3% |
| 3M | +28.9% | +12.2% | +16.7% | +23.8% |
| 6M | +33.1% | +97.5% | -64.3% | +3.2% |
| YTD | +44.8% | +35.6% | +9.2% | +27.2% |
| 1Y | +36.2% | +32.8% | +3.4% | +20.3% |
| 3Y | +11.5% | -16.5% | +28.0% | +10.9% |
| All | -36.5% | -58.9% | +22.4% | -16.8% |
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