+96.0%
FTNT vs ACGL
+2.4%
+93.6%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.2% | +0.3% |
| 7D | -2.7% | -2.9% | +0.2% | -3.2% |
| 30D | -1.4% | -2.8% | +1.5% | -1.9% |
| 3M | +10.1% | +6.8% | +3.3% | +10.9% |
| 6M | +88.2% | -1.5% | +89.7% | +88.4% |
| YTD | +98.3% | -0.2% | +98.5% | +97.0% |
| 1Y | +96.0% | +5.3% | +90.7% | +96.8% |
| All | +96.0% | +2.4% | +93.6% | +96.8% |
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