-59.1%
FIS vs AVTR
+1.7%
-60.8%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.5% |
| 7D | +1.1% | +2.7% | -1.6% | +0.3% |
| 30D | -2.2% | +12.1% | -14.3% | -5.4% |
| 3M | +2.1% | +57.2% | -55.1% | -11.0% |
| 6M | -14.7% | +73.1% | -87.7% | -28.1% |
| YTD | -35.7% | +30.6% | -66.3% | -41.3% |
| 1Y | -37.1% | +13.5% | -50.6% | -41.1% |
| 3Y | -20.0% | -31.0% | +11.0% | -16.4% |
| 5Y | -62.1% | -63.2% | +1.1% | -52.7% |
| All | -59.1% | +1.7% | -60.8% | -67.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling