-70.8%
FIS vs AVAV
+28.1%
-98.9%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.7% | +6.9% | +4.4% |
| 7D | +2.8% | +4.2% | -1.4% | +2.4% |
| 30D | -16.7% | -2.6% | -14.2% | -16.6% |
| 3M | -32.3% | -38.0% | +5.7% | -29.8% |
| 6M | -29.1% | -27.0% | -2.1% | -28.0% |
| YTD | -54.1% | -51.4% | -2.7% | -52.2% |
| 1Y | -53.7% | -60.2% | +6.5% | -51.0% |
| 3Y | -38.8% | -6.7% | -32.2% | -43.4% |
| All | -70.8% | +28.1% | -98.9% | -75.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling