+45.2%
AMZN vs FTNT
+153.6%
-108.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.5% |
| 7D | -2.7% | +1.6% | -4.3% | -3.2% |
| 30D | -7.5% | -1.9% | -5.6% | -7.5% |
| 3M | +5.8% | +14.4% | -8.5% | +1.0% |
| 6M | +17.5% | +88.7% | -71.1% | -5.8% |
| YTD | +9.1% | +100.0% | -90.9% | -14.6% |
| 1Y | +9.4% | +99.9% | -90.5% | -14.4% |
| 3Y | +82.2% | +147.9% | -65.7% | +26.9% |
| 5Y | +45.2% | +155.8% | -110.6% | -11.4% |
| All | +45.2% | +153.6% | -108.4% | -11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling