+384.6%
FISV vs AVAV
+394.0%
-9.4%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | 0.0% |
| 7D | +8.4% | 0.0% | +8.4% | +8.0% |
| 30D | +38.8% | -9.9% | +48.7% | +40.0% |
| 3M | +21.3% | -34.7% | +56.0% | +27.5% |
| 6M | +14.1% | -26.6% | +40.7% | +16.4% |
| YTD | -5.7% | -48.9% | +43.2% | -0.5% |
| 1Y | -0.8% | -63.0% | +62.3% | +9.3% |
| 3Y | -47.9% | +1.6% | -49.5% | -53.0% |
| 5Y | -36.8% | +34.5% | -71.3% | -47.5% |
| 10Y | +26.9% | +359.3% | -332.4% | -19.9% |
| All | +384.6% | +394.0% | -9.4% | +165.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling