+7,554.6%
FTNT vs A
+835.2%
+6,719.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -2.1% |
| 7D | +7.1% | -0.5% | +7.5% | +7.2% |
| 30D | -30.9% | 0.0% | -30.9% | -30.9% |
| 3M | -23.1% | +16.7% | -39.8% | -29.3% |
| 6M | +8.1% | +54.8% | -46.7% | -15.6% |
| YTD | +60.2% | +28.8% | +31.4% | +36.5% |
| 1Y | +57.0% | +19.3% | +37.7% | +39.2% |
| 3Y | +152.9% | +65.5% | +87.4% | +76.9% |
| 5Y | +85.9% | +12.1% | +73.8% | +60.8% |
| 10Y | +1,896.5% | +305.4% | +1,591.2% | +750.2% |
| All | +7,554.6% | +835.2% | +6,719.5% | +1,938.0% |
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 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