-68.6%
AAL vs FTNT
+1,887.8%
-1,956.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.6% |
| 7D | -0.1% | +7.1% | -7.1% | -1.9% |
| 30D | +11.7% | -30.9% | +42.6% | +21.9% |
| 3M | -12.5% | -23.1% | +10.6% | -7.9% |
| 6M | +3.6% | +8.1% | -4.5% | -1.5% |
| YTD | -14.1% | +60.2% | -74.3% | -28.1% |
| 1Y | +0.8% | +57.0% | -56.2% | -15.2% |
| 3Y | +11.8% | +152.9% | -141.1% | -20.4% |
| 5Y | -35.1% | +85.9% | -121.0% | -52.2% |
| All | -68.6% | +1,887.8% | -1,956.4% | -89.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTNT.
Daily Out/Under-Performance
Portfolio return minus FTNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTNT 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 10y: compounded portfolio wealth divided by compounded FTNT 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…
10y analysis · Full analysis span regression · 6 months rolling