+844.5%
FTNT vs AVTR
+0.6%
+843.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.6% |
| 7D | -0.1% | -1.1% | +0.9% | +0.2% |
| 30D | -3.0% | +6.3% | -9.3% | -4.9% |
| 3M | +7.6% | +53.3% | -45.7% | -6.5% |
| 6M | +87.0% | +78.6% | +8.3% | +53.7% |
| YTD | +96.5% | +29.2% | +67.3% | +77.6% |
| 1Y | +92.9% | +13.8% | +79.1% | +77.5% |
| 3Y | +139.8% | -27.4% | +167.3% | +141.8% |
| 5Y | +151.3% | -65.0% | +216.3% | +243.5% |
| All | +844.5% | +0.6% | +843.9% | +684.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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