+1,162.1%
AMAT vs FTNT
+1,797.8%
-635.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.0% | +7.2% | +5.4% |
| 7D | -14.7% | -12.7% | -2.0% | -9.9% |
| 30D | -36.1% | -37.2% | +1.1% | -24.2% |
| 3M | -36.9% | -25.8% | -11.1% | -30.8% |
| 6M | -22.2% | +32.1% | -54.3% | -34.2% |
| YTD | +29.9% | +49.7% | -19.7% | +2.6% |
| 1Y | +43.3% | +47.6% | -4.3% | +13.7% |
| 3Y | +142.7% | +137.2% | +5.5% | +43.9% |
| 5Y | +126.2% | +74.2% | +52.1% | +42.5% |
| All | +1,162.1% | +1,797.8% | -635.7% | +137.2% |
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