+48.8%
FTNT vs ABCL
+199.8%
-150.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -28.1% |
| 6M | +7.4% | +138.5% | -131.2% | -2.3% |
| YTD | +54.2% | +265.5% | -211.3% | +28.0% |
| All | +48.8% | +199.8% | -150.9% | +26.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling