+311.3%
ARM vs FTNT
+150.8%
+160.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +3.0% | +3.5% |
| 7D | +11.4% | -2.7% | +14.1% | +12.4% |
| 30D | -7.4% | -1.4% | -6.1% | -7.2% |
| 3M | -24.5% | +10.1% | -34.6% | -27.2% |
| 6M | +128.7% | +88.2% | +40.4% | +84.4% |
| YTD | +139.3% | +98.3% | +41.0% | +88.4% |
| 1Y | +88.0% | +96.0% | -8.0% | +48.7% |
| All | +311.3% | +150.8% | +160.4% | +242.4% |
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 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