+96.0%
FTNT vs AVAV
-35.3%
+131.3%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.1% | +0.6% |
| 7D | -2.7% | +3.2% | -5.9% | -2.9% |
| 30D | -1.4% | -20.3% | +19.0% | -0.5% |
| 3M | +10.1% | -19.4% | +29.5% | +11.2% |
| 6M | +88.2% | -35.3% | +123.5% | +92.1% |
| YTD | +98.3% | -38.5% | +136.8% | +97.0% |
| 1Y | +96.0% | -37.2% | +133.2% | +111.1% |
| All | +96.0% | -35.3% | +131.3% | +111.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling