-18.5%
FIS vs AVAV
+48.2%
-66.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.8% |
| 7D | +1.1% | -2.2% | +3.3% | +1.2% |
| 30D | -2.2% | -13.9% | +11.7% | -1.5% |
| 3M | +2.1% | -29.2% | +31.4% | +3.7% |
| 6M | -14.7% | -36.1% | +21.5% | -13.1% |
| YTD | -35.7% | -40.2% | +4.5% | -34.3% |
| 1Y | -37.1% | -36.2% | -0.9% | -36.3% |
| All | -18.5% | +48.2% | -66.8% | -22.8% |
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 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