+51.8%
FTNT vs A
+24.4%
+27.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.9% |
| 7D | -25.7% | -2.4% | -23.3% | -25.5% |
| 30D | -29.7% | +3.6% | -33.3% | -30.0% |
| 3M | -23.1% | +27.5% | -50.6% | -24.8% |
| 6M | +45.0% | +58.5% | -13.5% | +37.8% |
| YTD | +62.9% | +31.2% | +31.8% | +59.9% |
| 1Y | +51.8% | +22.2% | +29.6% | +50.2% |
| All | +51.8% | +24.4% | +27.4% | +50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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