+1,947.1%
FTNT vs AA
+44.7%
+1,902.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.6% | +1.4% |
| 7D | +5.7% | +5.3% | +0.5% | +4.7% |
| 30D | -32.1% | -2.3% | -29.8% | -31.9% |
| 3M | -19.5% | -20.8% | +1.4% | -16.3% |
| 6M | +13.8% | -39.8% | +53.6% | +23.3% |
| YTD | +63.1% | -23.3% | +86.4% | +67.1% |
| 1Y | +57.7% | +1.8% | +55.9% | +52.6% |
| 3Y | +154.9% | +69.5% | +85.4% | +112.3% |
| 5Y | +89.3% | -18.0% | +107.3% | +74.7% |
| All | +1,947.1% | +44.7% | +1,902.4% | +1,308.2% |
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