-27.0%
FIS vs AVTR
+89.5%
-116.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.0% | +5.7% | +6.6% |
| 7D | +1.5% | +0.5% | +1.0% | +1.4% |
| 30D | -11.8% | +1.5% | -13.4% | -12.4% |
| 3M | -28.5% | +14.2% | -42.8% | -30.4% |
| 6M | -27.0% | +97.4% | -124.4% | -31.1% |
| All | -27.0% | +89.5% | -116.6% | -31.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling