+153.0%
FTNT vs AVTR
-64.4%
+217.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.3% | +0.4% |
| 7D | +1.7% | +1.6% | +0.2% | +1.3% |
| 30D | -4.3% | +8.4% | -12.6% | -6.2% |
| 3M | +13.6% | +50.2% | -36.5% | +2.1% |
| 6M | +87.6% | +82.6% | +5.0% | +59.4% |
| YTD | +98.0% | +29.8% | +68.1% | +82.6% |
| 1Y | +96.9% | +16.0% | +80.9% | +83.6% |
| 3Y | +145.4% | -26.4% | +171.8% | +145.7% |
| 5Y | +153.0% | -64.5% | +217.4% | +318.9% |
| All | +153.0% | -64.4% | +217.4% | +318.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling