+69.2%
FTNT vs ABCL
-21.8%
+91.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +6.7% | -9.7% | -4.0% |
| 7D | -12.7% | -3.2% | -9.5% | -12.3% |
| 30D | -37.2% | -7.4% | -29.8% | -36.6% |
| 3M | -25.8% | +81.9% | -107.7% | -32.7% |
| 6M | +32.1% | +135.7% | -103.6% | +13.8% |
| YTD | +49.7% | +247.4% | -197.7% | +20.0% |
| 1Y | +47.6% | +162.3% | -114.7% | +22.9% |
| 3Y | +137.2% | +165.5% | -28.3% | +85.0% |
| All | +69.2% | -21.8% | +91.0% | +69.0% |
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