+144.1%
FTNT vs AVTR
-26.6%
+170.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +1.6% | -2.0% | +3.6% | +1.8% |
| 30D | -1.9% | +8.1% | -9.9% | -2.6% |
| 3M | +14.4% | +54.2% | -39.8% | +9.3% |
| 6M | +88.7% | +82.6% | +6.1% | +77.1% |
| YTD | +100.0% | +29.8% | +70.2% | +93.4% |
| 1Y | +99.9% | +18.0% | +81.9% | +94.0% |
| All | +144.1% | -26.6% | +170.7% | +142.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling