+7,694.2%
FTNT vs A
+830.1%
+6,864.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.4% | +2.3% |
| 7D | +5.7% | +0.7% | +5.0% | +5.3% |
| 30D | -32.1% | +0.8% | -32.9% | -32.4% |
| 3M | -19.5% | +16.9% | -36.3% | -26.0% |
| 6M | +13.8% | +53.8% | -40.0% | -10.9% |
| YTD | +63.1% | +28.1% | +35.0% | +39.4% |
| 1Y | +57.7% | +15.0% | +42.7% | +42.5% |
| 3Y | +154.9% | +63.1% | +91.8% | +79.8% |
| 5Y | +89.3% | +11.5% | +77.8% | +64.2% |
| 10Y | +1,933.0% | +303.2% | +1,629.8% | +768.2% |
| All | +7,694.2% | +830.1% | +6,864.2% | +1,981.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling