+89.8%
FTNT vs ABCL
-26.2%
+116.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.6% |
| 7D | +7.1% | -3.3% | +10.3% | +7.5% |
| 30D | -30.9% | -7.1% | -23.8% | -30.2% |
| 3M | -23.1% | +4.7% | -27.8% | -24.1% |
| 6M | +8.1% | +140.9% | -132.8% | -7.1% |
| YTD | +60.2% | +236.0% | -175.8% | +28.9% |
| 1Y | +57.0% | +217.4% | -160.4% | +27.2% |
| 3Y | +152.9% | +188.7% | -35.8% | +92.1% |
| All | +89.8% | -26.2% | +116.0% | +101.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling