-55.5%
FIS vs AVAV
+358.8%
-414.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.6% | +0.2% |
| 7D | -27.4% | 0.0% | -27.4% | -27.4% |
| 30D | -16.8% | -9.9% | -6.9% | -16.0% |
| 3M | -32.6% | -34.7% | +2.1% | -29.7% |
| 6M | -33.4% | -26.6% | -6.8% | -32.2% |
| YTD | -56.0% | -48.9% | -7.1% | -53.9% |
| 1Y | -55.1% | -63.0% | +7.9% | -51.3% |
| 3Y | -41.4% | +1.6% | -43.0% | -46.5% |
| 5Y | -72.7% | +34.5% | -107.1% | -76.8% |
| 10Y | -55.5% | +359.3% | -414.7% | -66.8% |
| All | -55.5% | +358.8% | -414.2% | -66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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