+154.6%
FTNT vs ABCL
-39.9%
+194.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.7% |
| 7D | -2.7% | +1.4% | -4.1% | -2.9% |
| 30D | -1.4% | +65.1% | -66.4% | -8.8% |
| 3M | +10.1% | +111.1% | -101.0% | -2.4% |
| 6M | +88.2% | +231.6% | -143.4% | +54.9% |
| YTD | +98.3% | +234.5% | -136.2% | +61.3% |
| 1Y | +96.0% | +174.3% | -78.4% | +62.2% |
| 3Y | +145.8% | +111.5% | +34.3% | +102.5% |
| 5Y | +154.6% | -37.3% | +191.9% | +145.5% |
| All | +154.6% | -39.9% | +194.5% | +145.5% |
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 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