+512.4%
FTNT vs ABCL
-81.9%
+594.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.4% | +3.3% | +0.2% |
| 7D | +1.7% | -2.7% | +4.5% | +2.1% |
| 30D | -4.3% | +18.3% | -22.6% | -6.4% |
| 3M | +13.6% | +108.5% | -94.9% | +2.6% |
| 6M | +87.6% | +213.9% | -126.3% | +59.9% |
| YTD | +98.0% | +223.1% | -125.1% | +66.8% |
| 1Y | +96.9% | +160.6% | -63.7% | +68.7% |
| 3Y | +145.4% | +104.3% | +41.1% | +107.6% |
| 5Y | +153.0% | -40.0% | +193.0% | +136.8% |
| All | +512.4% | -81.9% | +594.3% | +514.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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