+104.5%
FTNT vs AA
+63.2%
+41.3%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.1% |
| 7D | -5.8% | -0.7% | -5.2% | -5.8% |
| 30D | -4.8% | +5.0% | -9.8% | -5.2% |
| 3M | +4.4% | -35.8% | +40.3% | +8.2% |
| 6M | +88.8% | -18.4% | +107.2% | +91.9% |
| YTD | +96.8% | -5.5% | +102.3% | +97.5% |
| 1Y | +104.5% | +61.0% | +43.5% | +94.0% |
| All | +104.5% | +63.2% | +41.3% | +94.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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