+384.5%
ALAB vs FTNT
+131.9%
+252.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.2% | +4.1% |
| 7D | +9.6% | +1.7% | +7.9% | +8.9% |
| 30D | -5.3% | -4.3% | -1.0% | -3.8% |
| 3M | -12.0% | +13.6% | -25.7% | -15.5% |
| 6M | +145.7% | +87.6% | +58.1% | +94.9% |
| YTD | +80.7% | +98.0% | -17.3% | +39.6% |
| 1Y | +40.1% | +96.9% | -56.8% | +9.3% |
| All | +384.5% | +131.9% | +252.6% | +385.9% |
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 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