+641.7%
AMZN vs FTNT
+1,887.8%
-1,246.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.3% |
| 7D | +2.8% | +7.1% | -4.2% | +0.6% |
| 30D | +5.0% | -30.9% | +35.8% | +16.8% |
| 3M | +0.6% | -23.1% | +23.7% | +7.2% |
| 6M | -1.3% | +8.1% | -9.4% | -6.5% |
| YTD | +15.5% | +60.2% | -44.7% | -6.0% |
| 1Y | +12.2% | +57.0% | -44.8% | -8.2% |
| 3Y | +87.0% | +152.9% | -65.9% | +23.1% |
| 5Y | +51.3% | +85.9% | -34.6% | +3.7% |
| All | +641.7% | +1,887.8% | -1,246.1% | +140.9% |
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