+92.9%
FTNT vs AVTR
+16.7%
+76.2%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.7% |
| 7D | -0.1% | -1.1% | +0.9% | 0.0% |
| 30D | -3.0% | +6.3% | -9.3% | -3.5% |
| 3M | +7.6% | +53.3% | -45.7% | +3.3% |
| 6M | +87.0% | +78.6% | +8.3% | +77.0% |
| YTD | +96.5% | +29.2% | +67.3% | +89.8% |
| 1Y | +92.9% | +13.8% | +79.1% | +87.9% |
| All | +92.9% | +16.7% | +76.2% | +87.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling