-72.0%
FIS vs AVTR
+5.8%
-77.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.5% |
| 7D | -27.4% | -0.1% | -27.3% | -27.4% |
| 30D | -16.8% | -0.6% | -16.2% | -16.9% |
| 3M | -32.6% | +13.4% | -46.0% | -35.3% |
| 6M | -33.4% | +87.4% | -120.8% | -45.2% |
| YTD | -56.0% | +35.9% | -91.9% | -60.5% |
| 1Y | -55.1% | +35.4% | -90.5% | -59.7% |
| 3Y | -41.4% | -16.1% | -25.3% | -42.6% |
| 5Y | -72.7% | -59.4% | -13.3% | -66.9% |
| All | -72.0% | +5.8% | -77.8% | -78.0% |
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