+99.9%
FTNT vs AA
+55.5%
+44.3%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.8% | +5.8% | +1.4% |
| 7D | +1.6% | -5.4% | +7.0% | +2.0% |
| 30D | -1.9% | -10.7% | +8.8% | -1.1% |
| 3M | +14.4% | -26.2% | +40.6% | +16.9% |
| 6M | +88.7% | -20.9% | +109.6% | +92.2% |
| YTD | +100.0% | -8.6% | +108.7% | +101.2% |
| 1Y | +99.9% | +57.4% | +42.5% | +92.9% |
| All | +99.9% | +55.5% | +44.3% | +92.9% |
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