-5.3%
FSLY vs AVTR
+1.1%
-6.4%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +7.5% | -2.0% | +9.6% | +8.5% |
| 30D | -21.1% | +8.1% | -29.2% | -24.0% |
| 3M | +21.8% | +54.2% | -32.4% | -2.3% |
| 6M | -0.1% | +82.6% | -82.7% | -26.3% |
| YTD | +123.1% | +29.8% | +93.2% | +89.8% |
| 1Y | +208.6% | +18.0% | +190.6% | +165.3% |
| 3Y | -1.3% | -26.4% | +25.2% | +3.4% |
| 5Y | -48.4% | -64.8% | +16.5% | -18.1% |
| All | -5.3% | +1.1% | -6.4% | -5.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling