-62.3%
FIS vs AVTR
+1.1%
-63.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -8.9% | -2.0% | -6.9% | -8.4% |
| 30D | -9.9% | +8.1% | -18.0% | -12.0% |
| 3M | 0.0% | +54.2% | -54.2% | -12.3% |
| 6M | -22.9% | +82.6% | -105.5% | -36.0% |
| YTD | -40.9% | +29.8% | -70.7% | -46.0% |
| 1Y | -40.4% | +18.0% | -58.4% | -44.9% |
| 3Y | -25.4% | -26.4% | +1.1% | -23.7% |
| 5Y | -64.8% | -64.8% | 0.0% | -55.4% |
| All | -62.3% | +1.1% | -63.4% | -69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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