+116.5%
AXP vs FTNT
+154.0%
-37.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.7% | -3.8% | -0.6% |
| 7D | -2.9% | -1.0% | -1.9% | -2.7% |
| 30D | +3.7% | -33.6% | +37.3% | +9.6% |
| 3M | -4.9% | -20.9% | +16.0% | -2.9% |
| 6M | +4.1% | +11.0% | -6.9% | -0.6% |
| YTD | -11.7% | +61.3% | -73.0% | -22.6% |
| 1Y | -11.7% | +53.1% | -64.8% | -21.8% |
| All | +116.5% | +154.0% | -37.4% | +86.0% |
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