+69.2%
FTNT vs ACGL
+159.2%
-90.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.0% | 0.0% | -2.3% |
| 7D | -12.7% | +0.9% | -13.5% | -12.9% |
| 30D | -37.2% | +13.7% | -50.9% | -39.6% |
| 3M | -25.8% | +8.0% | -33.8% | -27.6% |
| 6M | +32.1% | +13.3% | +18.8% | +26.6% |
| YTD | +49.7% | +11.8% | +37.8% | +43.3% |
| 1Y | +47.6% | +22.2% | +25.3% | +36.9% |
| 3Y | +137.2% | +32.5% | +104.7% | +107.1% |
| All | +69.2% | +159.2% | -90.0% | -0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling