+268.6%
ARM vs FTNT
+152.2%
+116.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.8% | -2.8% | -4.0% |
| 7D | +9.1% | +7.1% | +2.1% | +6.8% |
| 30D | -19.9% | -30.9% | +10.9% | -10.5% |
| 3M | -31.6% | -23.1% | -8.5% | -26.5% |
| 6M | -13.9% | +8.1% | -22.0% | -16.7% |
| YTD | +74.3% | +60.2% | +14.1% | +45.8% |
| 1Y | +35.8% | +57.0% | -21.2% | +14.4% |
| 3Y | +268.6% | +152.9% | +115.7% | +167.3% |
| All | +268.6% | +152.2% | +116.4% | +167.3% |
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