+669.9%
FTNT vs AVTR
+5.6%
+664.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.6% |
| 7D | +7.1% | +0.5% | +6.6% | +6.9% |
| 30D | -30.9% | -1.0% | -29.9% | -30.7% |
| 3M | -23.1% | +12.2% | -35.3% | -25.9% |
| 6M | +8.1% | +97.5% | -89.4% | -13.5% |
| YTD | +60.2% | +35.6% | +24.6% | +42.6% |
| 1Y | +57.0% | +32.8% | +24.2% | +40.1% |
| 3Y | +152.9% | -16.5% | +169.4% | +142.5% |
| 5Y | +85.9% | -59.1% | +145.0% | +140.2% |
| All | +669.9% | +5.6% | +664.3% | +529.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling