+152.9%
FTNT vs AVAV
-3.9%
+156.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.7% | +1.0% | -1.6% |
| 7D | +7.1% | +4.2% | +2.8% | +6.6% |
| 30D | -30.9% | -2.6% | -28.3% | -31.0% |
| 3M | -23.1% | -38.0% | +14.9% | -20.2% |
| 6M | +8.1% | -27.0% | +35.1% | +9.8% |
| YTD | +60.2% | -51.4% | +111.6% | +66.0% |
| 1Y | +57.0% | -60.2% | +117.2% | +66.4% |
| 3Y | +152.9% | -6.7% | +159.6% | +137.3% |
| All | +152.9% | -3.9% | +156.8% | +137.3% |
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