-41.4%
FIS vs AVAV
+1.7%
-43.1%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.6% | +0.1% |
| 7D | -27.4% | 0.0% | -27.4% | -27.3% |
| 30D | -16.8% | -9.9% | -6.9% | -16.4% |
| 3M | -32.6% | -34.7% | +2.1% | -31.2% |
| 6M | -33.4% | -26.6% | -6.8% | -32.7% |
| YTD | -56.0% | -48.9% | -7.1% | -54.7% |
| 1Y | -55.1% | -63.0% | +7.9% | -53.0% |
| 3Y | -41.4% | +1.6% | -43.0% | -44.9% |
| All | -41.4% | +1.7% | -43.1% | -44.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling