+1,665.8%
AMAT vs FTNT
+2,029.1%
-363.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.8% | +3.2% | +3.7% |
| 7D | +7.0% | -2.7% | +9.7% | +8.2% |
| 30D | -12.2% | -1.4% | -10.9% | -12.2% |
| 3M | -3.8% | +10.1% | -13.9% | -8.3% |
| 6M | +45.9% | +88.2% | -42.3% | +8.7% |
| YTD | +84.6% | +98.3% | -13.7% | +33.7% |
| 1Y | +193.4% | +96.0% | +97.4% | +113.6% |
| 3Y | +228.1% | +145.8% | +82.3% | +100.5% |
| 5Y | +268.9% | +154.6% | +114.3% | +103.0% |
| 10Y | +1,665.8% | +2,063.6% | -397.9% | +244.6% |
| All | +1,665.8% | +2,029.1% | -363.4% | +244.6% |
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