+2,063.6%
FTNT vs AVAV
+516.1%
+1,547.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.1% | +0.3% |
| 7D | -2.7% | +3.2% | -5.9% | -3.2% |
| 30D | -1.4% | -20.3% | +19.0% | +2.3% |
| 3M | +10.1% | -19.4% | +29.5% | +12.6% |
| 6M | +88.2% | -35.3% | +123.5% | +98.1% |
| YTD | +98.3% | -38.5% | +136.8% | +105.8% |
| 1Y | +96.0% | -37.2% | +133.2% | +100.6% |
| 3Y | +145.8% | +31.1% | +114.7% | +104.2% |
| 5Y | +154.6% | +41.0% | +113.6% | +96.9% |
| 10Y | +2,063.6% | +508.8% | +1,554.9% | +998.1% |
| All | +2,063.6% | +516.1% | +1,547.6% | +998.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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