-46.8%
FISV vs AVAV
+2.7%
-49.5%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +12.6% | -11.6% | +0.3% |
| 7D | +22.3% | +3.2% | +19.2% | +21.9% |
| 30D | +39.2% | -7.4% | +46.6% | +39.6% |
| 3M | +21.2% | -32.0% | +53.2% | +23.9% |
| 6M | +14.5% | -24.6% | +39.1% | +15.5% |
| YTD | -5.4% | -47.5% | +42.1% | -2.9% |
| 1Y | -0.3% | -61.5% | +61.2% | +4.0% |
| 3Y | -46.8% | +5.5% | -52.3% | -48.6% |
| All | -46.8% | +2.7% | -49.5% | -48.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling