-72.0%
FIS vs AVTR
+6.1%
-78.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.7% | -5.4% | -5.9% |
| 7D | -3.5% | +3.2% | -6.7% | -4.4% |
| 30D | -19.4% | +0.5% | -19.9% | -19.7% |
| 3M | -31.6% | +12.1% | -43.7% | -34.1% |
| 6M | -32.5% | +91.2% | -123.7% | -44.8% |
| YTD | -56.0% | +36.3% | -92.3% | -60.5% |
| 1Y | -55.5% | +35.2% | -90.8% | -60.1% |
| 3Y | -41.3% | -15.8% | -25.5% | -42.6% |
| 5Y | -72.3% | -58.9% | -13.3% | -66.5% |
| All | -72.0% | +6.1% | -78.1% | -77.9% |
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