+9,303.7%
FTNT vs ACGL
+1,214.4%
+8,089.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.6% |
| 7D | -5.8% | -0.7% | -5.1% | -5.6% |
| 30D | -4.8% | -1.0% | -3.8% | -4.5% |
| 3M | +4.4% | +11.0% | -6.6% | -0.5% |
| 6M | +88.8% | -0.3% | +89.1% | +87.5% |
| YTD | +96.8% | +2.3% | +94.5% | +92.7% |
| 1Y | +104.5% | +6.4% | +98.1% | +96.1% |
| 3Y | +156.8% | +34.0% | +122.8% | +116.6% |
| 5Y | +144.1% | +161.6% | -17.6% | +48.8% |
| 10Y | +2,021.8% | +278.6% | +1,743.2% | +861.4% |
| All | +9,303.7% | +1,214.4% | +8,089.3% | +1,583.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling