+1,828.7%
FTNT vs ACGL
+332.3%
+1,496.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.8% | +2.3% | +2.8% |
| 7D | -3.0% | -1.1% | -1.9% | -2.6% |
| 30D | -37.1% | +13.1% | -50.2% | -39.8% |
| 3M | -23.3% | +9.8% | -33.1% | -25.9% |
| 6M | +7.4% | +15.3% | -7.9% | +1.6% |
| YTD | +54.2% | +12.7% | +41.5% | +46.4% |
| 1Y | +49.7% | +20.7% | +29.0% | +38.7% |
| 3Y | +146.6% | +34.3% | +112.3% | +115.2% |
| 5Y | +75.4% | +170.6% | -95.2% | +16.3% |
| 10Y | +1,828.7% | +330.6% | +1,498.1% | +1,074.3% |
| All | +1,828.7% | +332.3% | +1,496.3% | +1,074.3% |
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