-59.8%
FISV vs AVTR
-26.6%
-33.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -7.2% | -2.0% | -5.2% | -6.6% |
| 30D | -7.2% | +8.1% | -15.2% | -9.6% |
| 3M | -8.2% | +54.2% | -62.4% | -21.5% |
| 6M | -17.7% | +82.6% | -100.3% | -34.2% |
| YTD | -27.2% | +29.8% | -57.0% | -34.5% |
| 1Y | -63.0% | +18.0% | -81.0% | -62.5% |
| All | -59.8% | -26.6% | -33.2% | -57.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling