+377.1%
FTNT vs ABCL
-79.5%
+456.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.2% | -2.2% | +2.4% |
| 7D | -3.0% | +12.4% | -15.4% | -4.4% |
| 30D | -37.1% | -0.4% | -36.8% | -37.1% |
| 3M | -23.3% | +80.4% | -103.7% | -29.3% |
| 6M | +7.4% | +138.5% | -131.2% | -5.2% |
| YTD | +54.2% | +265.5% | -211.3% | +27.7% |
| 1Y | +49.7% | +219.7% | -170.0% | +25.8% |
| 3Y | +146.6% | +209.4% | -62.8% | +96.6% |
| 5Y | +75.4% | -15.0% | +90.5% | +59.8% |
| All | +377.1% | -79.5% | +456.6% | +370.3% |
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