-3.0%
FISV vs AVAV
+478.0%
-481.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.4% | +1.0% | -3.7% |
| 7D | -6.4% | -3.2% | -3.2% | -6.1% |
| 30D | -6.8% | -25.6% | +18.7% | -3.6% |
| 3M | -10.0% | -20.2% | +10.3% | -8.4% |
| 6M | -20.6% | -38.1% | +17.4% | -17.2% |
| YTD | -27.6% | -41.8% | +14.2% | -24.7% |
| 1Y | -64.3% | -39.0% | -25.3% | -63.5% |
| 3Y | -60.0% | +24.1% | -84.1% | -64.5% |
| 5Y | -57.7% | +53.0% | -110.7% | -64.9% |
| 10Y | -3.0% | +493.8% | -496.8% | -36.6% |
| All | -3.0% | +478.0% | -481.0% | -36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 10y: compounded portfolio wealth divided by compounded AVAV 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…
10y analysis · Full analysis span regression · 6 months rolling