+845.8%
FTNT vs AVTR
+1.7%
+844.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.4% |
| 7D | -5.8% | +2.7% | -8.5% | -6.6% |
| 30D | -4.8% | +12.1% | -16.8% | -8.1% |
| 3M | +4.4% | +57.2% | -52.8% | -10.0% |
| 6M | +88.8% | +73.1% | +15.7% | +56.7% |
| YTD | +96.8% | +30.6% | +66.2% | +77.3% |
| 1Y | +104.5% | +13.5% | +91.0% | +88.4% |
| 3Y | +156.8% | -31.0% | +187.8% | +165.0% |
| 5Y | +144.1% | -63.2% | +207.3% | +227.3% |
| All | +845.8% | +1.7% | +844.1% | +682.8% |
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 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