+104.5%
FTNT vs A
+21.7%
+82.8%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | -5.8% | -1.9% | -3.9% | -5.6% |
| 30D | -4.8% | +6.9% | -11.7% | -5.4% |
| 3M | +4.4% | +9.2% | -4.8% | +3.5% |
| 6M | +88.8% | +25.7% | +63.1% | +83.5% |
| YTD | +96.8% | +11.5% | +85.3% | +96.2% |
| 1Y | +104.5% | +18.4% | +86.1% | +102.0% |
| All | +104.5% | +21.7% | +82.8% | +102.0% |
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