+1,947.1%
FTNT vs ACGL
+322.9%
+1,624.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.1% | +1.1% |
| 7D | +5.7% | -1.2% | +6.9% | +6.2% |
| 30D | -32.1% | +12.8% | -44.9% | -34.9% |
| 3M | -19.5% | +12.3% | -31.7% | -22.8% |
| 6M | +13.8% | +15.8% | -2.1% | +7.6% |
| YTD | +63.1% | +13.9% | +49.2% | +54.4% |
| 1Y | +57.7% | +19.0% | +38.7% | +46.9% |
| 3Y | +154.9% | +33.7% | +121.2% | +123.0% |
| 5Y | +89.3% | +173.4% | -84.1% | +25.0% |
| All | +1,947.1% | +322.9% | +1,624.2% | +1,185.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 10y: compounded portfolio wealth divided by compounded ACGL 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…
10y analysis · Full analysis span regression · 6 months rolling