+881.5%
AXP vs FTNT
+6,890.6%
-6,009.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.0% | +1.8% | -0.6% |
| 7D | +0.6% | -12.7% | +13.3% | +3.4% |
| 30D | +5.8% | -37.2% | +43.0% | +15.7% |
| 3M | -6.0% | -25.8% | +19.8% | -1.4% |
| 6M | +0.3% | +32.1% | -31.8% | -8.4% |
| YTD | -12.3% | +49.7% | -61.9% | -22.4% |
| 1Y | -11.2% | +47.6% | -58.8% | -21.3% |
| 3Y | +117.0% | +137.2% | -20.2% | +68.6% |
| 5Y | +93.2% | +74.2% | +19.0% | +53.9% |
| 10Y | +461.2% | +1,824.2% | -1,363.0% | +167.1% |
| All | +881.5% | +6,890.6% | -6,009.1% | +199.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling