-55.8%
FISV vs AVTR
-64.7%
+8.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -9.4% |
| 3M | -8.2% | +54.2% | -62.4% | -20.3% |
| 6M | -17.7% | +82.6% | -100.3% | -32.7% |
| YTD | -27.2% | +29.8% | -57.0% | -33.9% |
| 1Y | -63.0% | +18.0% | -81.0% | -63.2% |
| 3Y | -59.8% | -26.4% | -33.3% | -57.3% |
| 5Y | -55.8% | -64.8% | +9.1% | -46.3% |
| All | -55.8% | -64.7% | +8.9% | -46.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling