+400.4%
ALAB vs FTNT
+130.6%
+269.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | 0.0% | +9.8% | +9.8% |
| 7D | +7.2% | -5.8% | +13.1% | +9.7% |
| 30D | -2.5% | -4.8% | +2.3% | -0.9% |
| 3M | -13.3% | +4.4% | -17.7% | -14.3% |
| 6M | +172.8% | +88.8% | +84.1% | +115.9% |
| YTD | +86.6% | +96.8% | -10.2% | +44.5% |
| 1Y | +65.2% | +104.5% | -39.3% | +27.2% |
| All | +400.4% | +130.6% | +269.9% | +403.1% |
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