+3,814.5%
AMZN vs FTNT
+9,162.9%
-5,348.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.8% |
| 7D | +0.8% | -2.7% | +3.5% | +1.5% |
| 30D | -6.4% | -1.4% | -5.0% | -6.5% |
| 3M | +4.8% | +10.1% | -5.3% | +1.5% |
| 6M | +20.5% | +88.2% | -67.7% | -0.9% |
| YTD | +11.3% | +98.3% | -87.0% | -10.2% |
| 1Y | +9.0% | +96.0% | -87.0% | -11.8% |
| 3Y | +85.9% | +145.8% | -59.9% | +36.3% |
| 5Y | +45.8% | +154.6% | -108.9% | +1.3% |
| 10Y | +555.5% | +2,063.6% | -1,508.2% | +162.7% |
| All | +3,814.5% | +9,162.9% | -5,348.4% | +996.9% |
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 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