+48.8%
FTNT vs ACGL
+21.8%
+27.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.8% | +2.3% | +3.3% |
| 7D | -3.0% | -1.1% | -1.9% | -3.3% |
| 30D | -37.1% | +13.1% | -50.2% | -34.9% |
| 3M | -23.3% | +9.8% | -33.1% | -21.1% |
| 6M | +7.4% | +15.3% | -7.9% | +12.0% |
| YTD | +54.2% | +12.7% | +41.5% | +56.3% |
| All | +48.8% | +21.8% | +27.1% | +51.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling