+25.9%
SWKS vs AVTR
+1.7%
+24.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.4% | +5.0% | +4.1% |
| 7D | +12.5% | +2.7% | +9.8% | +11.3% |
| 30D | +10.5% | +12.1% | -1.6% | +5.7% |
| 3M | -7.4% | +57.2% | -64.6% | -24.0% |
| 6M | +32.7% | +73.1% | -40.4% | +3.5% |
| YTD | +19.2% | +30.6% | -11.5% | +3.7% |
| 1Y | +2.4% | +13.5% | -11.1% | -8.2% |
| 3Y | -25.6% | -31.0% | +5.4% | -20.6% |
| 5Y | -53.4% | -63.2% | +9.8% | -35.6% |
| All | +25.9% | +1.7% | +24.2% | +6.3% |
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