+508.8%
FTNT vs ABCL
-81.3%
+590.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.1% |
| 7D | -5.8% | +0.7% | -6.6% | -5.9% |
| 30D | -4.8% | +93.1% | -97.9% | -12.8% |
| 3M | +4.4% | +79.4% | -75.0% | -4.0% |
| 6M | +88.8% | +214.9% | -126.1% | +60.9% |
| YTD | +96.8% | +234.2% | -137.4% | +65.1% |
| 1Y | +104.5% | +174.8% | -70.3% | +74.1% |
| 3Y | +156.8% | +104.5% | +52.3% | +117.5% |
| 5Y | +144.1% | -39.0% | +183.1% | +127.8% |
| All | +508.8% | -81.3% | +590.1% | +508.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling