+4,501.6%
AMAT vs FTNT
+9,093.5%
-4,591.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.4% | +4.3% |
| 7D | -1.5% | -5.8% | +4.3% | +0.5% |
| 30D | -14.8% | -4.8% | -10.0% | -13.7% |
| 3M | -9.3% | +4.4% | -13.7% | -11.1% |
| 6M | +27.4% | +88.8% | -61.4% | +0.1% |
| YTD | +77.6% | +96.8% | -19.2% | +36.9% |
| 1Y | +188.9% | +104.5% | +84.5% | +120.0% |
| 3Y | +202.3% | +156.8% | +45.5% | +101.7% |
| 5Y | +248.9% | +144.1% | +104.8% | +126.1% |
| 10Y | +1,585.2% | +2,021.8% | -436.6% | +455.0% |
| All | +4,501.6% | +9,093.5% | -4,591.9% | +841.5% |
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