-70.1%
FIS vs AVTR
+6.9%
-77.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.0% | +5.7% | +6.4% |
| 7D | +1.5% | +0.5% | +1.0% | +1.3% |
| 30D | -11.8% | +1.5% | -13.4% | -12.4% |
| 3M | -28.5% | +14.2% | -42.8% | -31.5% |
| 6M | -27.0% | +97.4% | -124.4% | -40.9% |
| YTD | -53.1% | +37.3% | -90.4% | -58.0% |
| 1Y | -52.8% | +36.8% | -89.5% | -57.7% |
| 3Y | -37.5% | -15.2% | -22.2% | -38.9% |
| 5Y | -71.1% | -59.2% | -11.9% | -65.0% |
| All | -70.1% | +6.9% | -77.0% | -76.5% |
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