+228.9%
ARM vs FTNT
+137.3%
+91.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -3.0% | +7.7% | +5.7% |
| 7D | -15.2% | -12.7% | -2.6% | -11.3% |
| 30D | -40.7% | -37.2% | -3.5% | -31.6% |
| 3M | -39.1% | -25.8% | -13.3% | -33.9% |
| 6M | -26.4% | +32.1% | -58.5% | -33.6% |
| YTD | +59.7% | +49.7% | +10.1% | +36.5% |
| 1Y | +10.3% | +47.6% | -37.2% | -5.3% |
| 3Y | +228.9% | +137.2% | +91.6% | +140.8% |
| All | +228.9% | +137.3% | +91.6% | +140.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling