+305.6%
FISV vs AVAV
+478.6%
-173.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.3% | +0.7% |
| 7D | -0.3% | -2.2% | +1.9% | 0.0% |
| 30D | -2.1% | -13.9% | +11.9% | -0.3% |
| 3M | -5.7% | -29.2% | +23.5% | -2.3% |
| 6M | -15.3% | -36.1% | +20.8% | -11.6% |
| YTD | -21.1% | -40.2% | +19.1% | -17.9% |
| 1Y | -61.1% | -36.2% | -24.9% | -60.3% |
| 3Y | -56.8% | +47.5% | -104.4% | -63.1% |
| 5Y | -54.2% | +39.3% | -93.5% | -61.8% |
| 10Y | +1.6% | +482.6% | -481.0% | -37.7% |
| All | +305.6% | +478.6% | -173.0% | +118.9% |
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