+3,267.0%
AMAT vs FTNT
+6,890.6%
-3,623.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.0% | +7.2% | +5.2% |
| 7D | -14.7% | -12.7% | -2.0% | -10.7% |
| 30D | -36.1% | -37.2% | +1.1% | -26.2% |
| 3M | -36.9% | -25.8% | -11.1% | -31.8% |
| 6M | -22.2% | +32.1% | -54.3% | -31.8% |
| YTD | +29.9% | +49.7% | -19.7% | +7.9% |
| 1Y | +43.3% | +47.6% | -4.3% | +19.4% |
| 3Y | +142.7% | +137.2% | +5.5% | +63.3% |
| 5Y | +126.2% | +74.2% | +52.1% | +61.4% |
| 10Y | +1,211.7% | +1,824.2% | -612.5% | +346.9% |
| All | +3,267.0% | +6,890.6% | -3,623.5% | +641.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling