+1,315.3%
AMAT vs FTNT
+1,879.8%
-564.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +3.1% | +8.3% | +10.2% |
| 7D | -1.1% | -3.0% | +1.9% | +0.4% |
| 30D | -26.9% | -37.1% | +10.2% | -13.2% |
| 3M | -31.2% | -23.3% | -7.9% | -25.6% |
| 6M | -14.7% | +7.4% | -22.1% | -20.2% |
| YTD | +44.7% | +54.2% | -9.5% | +13.0% |
| 1Y | +62.0% | +49.7% | +12.2% | +28.0% |
| 3Y | +165.0% | +146.6% | +18.4% | +54.7% |
| 5Y | +147.1% | +75.4% | +71.7% | +55.8% |
| 10Y | +1,315.3% | +1,828.7% | -513.4% | +164.4% |
| All | +1,315.3% | +1,879.8% | -564.5% | +164.4% |
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