-11.2%
AXP vs FTNT
+56.3%
-67.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.0% | +1.8% | -1.1% |
| 7D | +0.6% | -12.7% | +13.3% | +1.0% |
| 30D | +5.8% | -37.2% | +43.0% | +7.7% |
| 3M | -6.0% | -25.8% | +19.8% | -5.8% |
| 6M | +0.3% | +32.1% | -31.8% | -4.9% |
| YTD | -12.3% | +49.7% | -61.9% | -19.3% |
| 1Y | -11.2% | +47.6% | -58.8% | -17.9% |
| All | -11.2% | +56.3% | -67.5% | -17.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling