+7,694.2%
FTNT vs AA
+39.5%
+7,654.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.6% | +1.4% |
| 7D | +5.7% | +5.3% | +0.5% | +4.5% |
| 30D | -32.1% | -2.3% | -29.8% | -31.9% |
| 3M | -19.5% | -20.8% | +1.4% | -15.7% |
| 6M | +13.8% | -39.8% | +53.6% | +25.3% |
| YTD | +63.1% | -23.3% | +86.4% | +67.8% |
| 1Y | +57.7% | +1.8% | +55.9% | +51.5% |
| 3Y | +154.9% | +69.5% | +85.4% | +104.6% |
| 5Y | +89.3% | -18.0% | +107.3% | +70.6% |
| 10Y | +1,933.0% | +45.7% | +1,887.3% | +1,191.6% |
| All | +7,694.2% | +39.5% | +7,654.7% | +4,562.3% |
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