+6,351.7%
AMD vs FTNT
+1,797.8%
+4,553.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -3.0% | +14.0% | +12.5% |
| 7D | -11.0% | -12.7% | +1.6% | -4.7% |
| 30D | -30.5% | -37.2% | +6.7% | -14.1% |
| 3M | -8.2% | -25.8% | +17.6% | +3.2% |
| 6M | +6.6% | +32.1% | -25.6% | -11.6% |
| YTD | +109.7% | +49.7% | +60.0% | +60.9% |
| 1Y | +88.9% | +47.6% | +41.4% | +45.8% |
| 3Y | +301.8% | +137.2% | +164.6% | +119.8% |
| 5Y | +229.4% | +74.2% | +155.2% | +96.7% |
| All | +6,351.7% | +1,797.8% | +4,553.9% | +964.8% |
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