-64.8%
AAL vs FTNT
+2,095.7%
-2,160.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.8% | +3.0% | +1.7% |
| 7D | -0.9% | -0.1% | -0.8% | -0.9% |
| 30D | -12.9% | -3.0% | -9.9% | -12.4% |
| 3M | -11.2% | +7.6% | -18.8% | -13.6% |
| 6M | +17.8% | +87.0% | -69.1% | -3.5% |
| YTD | -15.1% | +96.5% | -111.7% | -31.7% |
| 1Y | +0.5% | +92.9% | -92.5% | -18.9% |
| 3Y | -7.7% | +139.8% | -147.5% | -32.1% |
| 5Y | -31.3% | +151.3% | -182.7% | -52.9% |
| All | -64.8% | +2,095.7% | -2,160.5% | -88.2% |
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