-52.0%
FIS vs AVAV
+360.4%
-412.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.7% | +6.0% | +6.6% |
| 7D | +1.5% | +9.9% | -8.4% | +0.2% |
| 30D | -11.8% | -5.4% | -6.4% | -11.4% |
| 3M | -28.5% | -36.5% | +8.0% | -25.2% |
| 6M | -27.0% | -25.3% | -1.8% | -25.9% |
| YTD | -53.1% | -48.6% | -4.5% | -50.9% |
| 1Y | -52.8% | -62.1% | +9.3% | -48.9% |
| 3Y | -37.5% | +2.3% | -39.8% | -43.0% |
| 5Y | -71.1% | +35.4% | -106.5% | -75.5% |
| 10Y | -52.0% | +345.1% | -397.1% | -64.4% |
| All | -52.0% | +360.4% | -412.4% | -64.4% |
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