-40.9%
FISV vs AVTR
+0.6%
-41.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.5% | +5.9% | +5.6% |
| 7D | -2.7% | -1.1% | -1.6% | -2.4% |
| 30D | 0.0% | +6.3% | -6.3% | -2.0% |
| 3M | -2.8% | +53.3% | -56.1% | -16.1% |
| 6M | -11.8% | +78.6% | -90.5% | -28.1% |
| YTD | -23.2% | +29.2% | -52.4% | -30.7% |
| 1Y | -62.0% | +13.8% | -75.8% | -62.6% |
| 3Y | -57.6% | -27.4% | -30.2% | -54.7% |
| 5Y | -53.4% | -65.0% | +11.6% | -39.1% |
| All | -40.9% | +0.6% | -41.5% | -51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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