+147.4%
FTNT vs AVAV
+24.2%
+123.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.1% |
| 7D | -5.8% | -2.2% | -3.6% | -5.7% |
| 30D | -4.8% | -13.9% | +9.2% | -3.7% |
| 3M | +4.4% | -29.2% | +33.7% | +7.1% |
| 6M | +88.8% | -36.1% | +124.9% | +94.6% |
| YTD | +96.8% | -40.2% | +137.0% | +100.7% |
| 1Y | +104.5% | -36.2% | +140.7% | +106.2% |
| All | +147.4% | +24.2% | +123.2% | +129.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling