+219.8%
ARM vs FTNT
+104.0%
+115.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +3.7% | +8.4% | +10.8% |
| 7D | +6.0% | -1.0% | +7.0% | +6.6% |
| 30D | -20.3% | -33.6% | +13.3% | -9.6% |
| 3M | -24.4% | -20.9% | -3.5% | -19.5% |
| 6M | -4.4% | +11.0% | -15.3% | -8.3% |
| YTD | +86.0% | +61.3% | +24.7% | +54.7% |
| 1Y | +35.8% | +53.1% | -17.3% | +15.2% |
| 3Y | +289.1% | +152.1% | +137.0% | +193.2% |
| All | +219.8% | +104.0% | +115.8% | +181.2% |
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