+9,303.7%
FTNT vs AVAV
+393.9%
+8,909.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.3% |
| 7D | -5.8% | -2.2% | -3.6% | -5.4% |
| 30D | -4.8% | -13.9% | +9.2% | -2.3% |
| 3M | +4.4% | -29.2% | +33.7% | +9.7% |
| 6M | +88.8% | -36.1% | +124.9% | +100.1% |
| YTD | +96.8% | -40.2% | +137.0% | +106.3% |
| 1Y | +104.5% | -36.2% | +140.7% | +109.0% |
| 3Y | +156.8% | +47.5% | +109.2% | +103.9% |
| 5Y | +144.1% | +39.3% | +104.8% | +86.5% |
| 10Y | +2,021.8% | +482.6% | +1,539.2% | +938.8% |
| All | +9,303.7% | +393.9% | +8,909.9% | +4,425.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling