+188.9%
AMAT vs FTNT
+104.9%
+84.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.4% | +4.3% |
| 7D | -1.5% | -5.8% | +4.3% | -0.5% |
| 30D | -14.8% | -4.8% | -10.0% | -14.1% |
| 3M | -9.3% | +4.4% | -13.7% | -9.8% |
| 6M | +27.4% | +88.8% | -61.4% | +19.9% |
| YTD | +77.6% | +96.8% | -19.2% | +63.5% |
| 1Y | +188.9% | +104.5% | +84.5% | +163.5% |
| All | +188.9% | +104.9% | +84.0% | +163.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling