+70.5%
FIS vs AVAV
+351.0%
-280.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +10.5% | -12.7% | -3.6% |
| 7D | -25.5% | -10.6% | -14.9% | -24.3% |
| 30D | -15.1% | -18.8% | +3.7% | -12.8% |
| 3M | -32.1% | -34.1% | +2.0% | -28.6% |
| 6M | -36.1% | -35.3% | -0.7% | -33.5% |
| YTD | -55.4% | -53.4% | -2.0% | -52.2% |
| 1Y | -53.9% | -65.6% | +11.8% | -48.7% |
| 3Y | -39.8% | -5.1% | -34.7% | -44.9% |
| 5Y | -71.1% | +18.5% | -89.6% | -75.5% |
| 10Y | -53.8% | +369.8% | -423.7% | -71.1% |
| All | +70.5% | +351.0% | -280.6% | -5.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling