+7,050.4%
FTNT vs ACGL
+1,337.4%
+5,713.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.0% | 0.0% | -1.9% |
| 7D | -12.7% | +0.9% | -13.5% | -13.1% |
| 30D | -37.2% | +13.7% | -50.9% | -40.6% |
| 3M | -25.8% | +8.0% | -33.8% | -28.5% |
| 6M | +32.1% | +13.3% | +18.8% | +24.3% |
| YTD | +49.7% | +11.8% | +37.8% | +40.7% |
| 1Y | +47.6% | +22.2% | +25.3% | +33.5% |
| 3Y | +137.2% | +32.5% | +104.7% | +101.6% |
| 5Y | +74.2% | +160.2% | -86.0% | +6.7% |
| 10Y | +1,824.2% | +338.5% | +1,485.7% | +706.1% |
| All | +7,050.4% | +1,337.4% | +5,713.0% | +1,128.8% |
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 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