+565.7%
AMZN vs FTNT
+2,095.7%
-1,530.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.7% | +2.5% |
| 7D | -0.7% | -0.1% | -0.5% | -0.6% |
| 30D | -3.9% | -3.0% | -1.0% | -3.6% |
| 3M | +6.3% | +7.6% | -1.3% | +3.1% |
| 6M | +20.8% | +87.0% | -66.2% | -4.2% |
| YTD | +11.2% | +96.5% | -85.3% | -13.7% |
| 1Y | +11.7% | +92.9% | -81.3% | -12.9% |
| 3Y | +79.4% | +139.8% | -60.4% | +24.0% |
| 5Y | +48.0% | +151.3% | -103.3% | -6.4% |
| All | +565.7% | +2,095.7% | -1,530.0% | +126.9% |
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