+2,072.5%
FTNT vs AA
+122.9%
+1,949.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.7% |
| 7D | -0.1% | -3.4% | +3.3% | +0.4% |
| 30D | -3.0% | -5.8% | +2.8% | -2.1% |
| 3M | +7.6% | -29.9% | +37.5% | +14.1% |
| 6M | +87.0% | -27.0% | +114.0% | +95.3% |
| YTD | +96.5% | -8.7% | +105.2% | +95.5% |
| 1Y | +92.9% | +50.6% | +42.3% | +72.8% |
| 3Y | +139.8% | +74.1% | +65.8% | +98.9% |
| 5Y | +151.3% | +2.6% | +148.7% | +121.5% |
| All | +2,072.5% | +122.9% | +1,949.6% | +1,245.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling