+93.1%
ACN vs FTNT
+2,095.7%
-2,002.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.8% | +5.1% | +3.9% |
| 7D | -1.5% | -0.1% | -1.4% | -1.5% |
| 30D | +2.1% | -3.0% | +5.1% | +2.6% |
| 3M | +11.1% | +7.6% | +3.5% | +7.9% |
| 6M | -6.8% | +87.0% | -93.8% | -23.8% |
| YTD | -30.0% | +96.5% | -126.6% | -43.7% |
| 1Y | -23.1% | +92.9% | -116.1% | -38.0% |
| 3Y | -40.4% | +139.8% | -180.2% | -56.9% |
| 5Y | -41.6% | +151.3% | -192.9% | -61.0% |
| All | +93.1% | +2,095.7% | -2,002.6% | -30.3% |
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