-41.7%
FISV vs AVTR
+3.6%
-45.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.9% | -5.9% | -4.6% |
| 7D | -1.6% | +7.4% | -9.0% | -3.8% |
| 30D | -3.0% | +12.2% | -15.2% | -6.6% |
| 3M | -3.5% | +57.4% | -60.9% | -17.5% |
| 6M | -19.4% | +86.7% | -106.1% | -35.2% |
| YTD | -24.3% | +33.1% | -57.4% | -32.3% |
| 1Y | -62.4% | +16.1% | -78.5% | -63.3% |
| 3Y | -58.2% | -24.6% | -33.6% | -55.9% |
| 5Y | -56.5% | -63.5% | +7.0% | -44.0% |
| All | -41.7% | +3.6% | -45.3% | -52.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling