+386.1%
FISV vs AVAV
+407.8%
-21.7%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +12.6% | -11.6% | -0.7% |
| 7D | +22.3% | +3.2% | +19.2% | +21.4% |
| 30D | +39.2% | -7.4% | +46.6% | +39.9% |
| 3M | +21.2% | -32.0% | +53.2% | +26.7% |
| 6M | +14.5% | -24.6% | +39.1% | +16.3% |
| YTD | -5.4% | -47.5% | +42.1% | -0.5% |
| 1Y | -0.3% | -61.5% | +61.2% | +9.2% |
| 3Y | -46.8% | +5.5% | -52.3% | -52.2% |
| 5Y | -36.2% | +35.7% | -72.0% | -47.0% |
| 10Y | +26.4% | +379.1% | -352.7% | -20.7% |
| All | +386.1% | +407.8% | -21.7% | +165.3% |
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