-11.1%
AXP vs FTNT
+50.1%
-61.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.3% |
| 7D | -0.6% | -3.5% | +2.9% | -0.5% |
| 30D | +5.0% | -36.5% | +41.5% | +6.9% |
| 3M | -4.2% | -24.7% | +20.5% | -4.0% |
| 6M | +2.9% | +8.3% | -5.4% | 0.0% |
| YTD | -11.6% | +55.6% | -67.2% | -18.8% |
| 1Y | -11.1% | +50.2% | -61.3% | -17.9% |
| All | -11.1% | +50.1% | -61.2% | -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