+399.0%
FTNT vs ABCL
-80.4%
+479.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -4.1% | +7.8% | +4.2% |
| 7D | -1.0% | -2.7% | +1.7% | -0.7% |
| 30D | -33.6% | -5.4% | -28.2% | -33.2% |
| 3M | -20.9% | +22.4% | -43.3% | -23.2% |
| 6M | +11.0% | +127.6% | -116.7% | -1.5% |
| YTD | +61.3% | +249.4% | -188.1% | +34.2% |
| 1Y | +53.1% | +198.0% | -144.9% | +29.7% |
| 3Y | +152.1% | +195.8% | -43.7% | +102.0% |
| 5Y | +90.1% | -20.6% | +110.7% | +74.4% |
| All | +399.0% | -80.4% | +479.4% | +394.5% |
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