+38.2%
SWKS vs AVTR
+2.9%
+35.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.3% | +1.2% | -0.8% |
| 7D | -9.2% | -9.2% | 0.0% | -5.8% |
| 30D | -1.9% | -1.9% | 0.0% | -1.3% |
| 3M | +21.2% | +13.3% | +7.9% | +15.0% |
| 6M | +12.9% | +88.1% | -75.2% | -15.0% |
| YTD | +30.7% | +32.1% | -1.4% | +12.9% |
| 1Y | +14.1% | +30.7% | -16.6% | -1.3% |
| 3Y | -1.7% | -17.6% | +15.9% | -3.1% |
| 5Y | -43.0% | -60.3% | +17.3% | -23.8% |
| All | +38.2% | +2.9% | +35.3% | +15.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling