-71.9%
FIS vs AVTR
-59.2%
-12.8%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.8% | -4.2% | -2.0% |
| 7D | -29.4% | +1.9% | -31.3% | -29.8% |
| 30D | -16.7% | +1.5% | -18.3% | -17.3% |
| 3M | -33.0% | +17.1% | -50.0% | -35.8% |
| 6M | -33.3% | +91.5% | -124.8% | -44.1% |
| YTD | -56.0% | +38.8% | -94.8% | -60.1% |
| 1Y | -54.6% | +37.7% | -92.3% | -58.8% |
| 3Y | -40.6% | -13.5% | -27.2% | -42.2% |
| 5Y | -71.9% | -59.3% | -12.6% | -67.1% |
| All | -71.9% | -59.2% | -12.8% | -67.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling