+9,303.7%
FTNT vs A
+709.8%
+8,593.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.3% |
| 7D | -5.8% | -1.9% | -3.9% | -4.9% |
| 30D | -4.8% | +6.9% | -11.7% | -8.1% |
| 3M | +4.4% | +9.2% | -4.8% | -0.9% |
| 6M | +88.8% | +25.7% | +63.1% | +63.9% |
| YTD | +96.8% | +11.5% | +85.3% | +81.4% |
| 1Y | +104.5% | +18.4% | +86.1% | +81.3% |
| 3Y | +156.8% | +26.6% | +130.2% | +107.2% |
| 5Y | +144.1% | -12.8% | +156.9% | +142.7% |
| 10Y | +2,021.8% | +247.2% | +1,774.6% | +880.7% |
| All | +9,303.7% | +709.8% | +8,593.9% | +2,608.0% |
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