+9,303.7%
FTNT vs AA
+71.9%
+9,231.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.4% |
| 7D | -5.8% | -0.7% | -5.2% | -5.7% |
| 30D | -4.8% | +5.0% | -9.8% | -6.1% |
| 3M | +4.4% | -35.8% | +40.3% | +14.1% |
| 6M | +88.8% | -18.4% | +107.2% | +93.7% |
| YTD | +96.8% | -5.5% | +102.3% | +94.1% |
| 1Y | +104.5% | +61.0% | +43.5% | +76.5% |
| 3Y | +156.8% | +66.2% | +90.5% | +107.3% |
| 5Y | +144.1% | +11.4% | +132.7% | +103.7% |
| 10Y | +2,021.8% | +116.9% | +1,904.9% | +1,105.3% |
| All | +9,303.7% | +71.9% | +9,231.8% | +5,293.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling