-23.6%
FIS vs AVTR
-25.8%
+2.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.9% | -7.8% | -6.3% |
| 7D | -3.5% | +7.4% | -10.8% | -5.0% |
| 30D | -7.8% | +12.2% | -20.0% | -10.2% |
| 3M | +0.8% | +57.4% | -56.5% | -9.0% |
| 6M | -21.9% | +86.7% | -108.6% | -32.4% |
| YTD | -39.5% | +33.1% | -72.6% | -43.7% |
| 1Y | -41.0% | +16.1% | -57.1% | -43.9% |
| 3Y | -23.6% | -24.6% | +1.0% | -23.5% |
| All | -23.6% | -25.8% | +2.2% | -23.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling