+325.9%
AAL vs FTNT
+9,093.5%
-8,767.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.3% | +1.2% |
| 7D | -3.7% | -5.8% | +2.1% | -2.2% |
| 30D | -20.8% | -4.8% | -16.0% | -20.0% |
| 3M | -1.3% | +4.4% | -5.7% | -3.1% |
| 6M | +5.4% | +88.8% | -83.4% | -13.2% |
| YTD | -14.4% | +96.8% | -111.2% | -30.5% |
| 1Y | +2.1% | +104.5% | -102.4% | -18.1% |
| 3Y | -10.6% | +156.8% | -167.3% | -34.7% |
| 5Y | -32.2% | +144.1% | -176.3% | -52.0% |
| 10Y | -62.7% | +2,021.8% | -2,084.5% | -86.3% |
| All | +325.9% | +9,093.5% | -8,767.6% | -24.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling