+153.2%
AMAT vs FTNT
+90.9%
+62.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.1% | -4.7% | -3.9% |
| 7D | +19.3% | +5.7% | +13.6% | +17.3% |
| 30D | -17.9% | -32.1% | +14.2% | -8.4% |
| 3M | -30.4% | -19.5% | -11.0% | -27.0% |
| 6M | -11.4% | +13.8% | -25.2% | -17.5% |
| YTD | +48.8% | +63.1% | -14.4% | +20.1% |
| 1Y | +66.0% | +57.7% | +8.3% | +35.7% |
| 3Y | +158.8% | +154.9% | +3.9% | +66.1% |
| 5Y | +153.2% | +89.3% | +63.9% | +65.1% |
| All | +153.2% | +90.9% | +62.3% | +65.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling