+435.0%
FTNT vs ACHR
-45.0%
+480.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.4% | -4.1% | -2.0% |
| 7D | -0.1% | -2.3% | +2.1% | +0.1% |
| 30D | -3.0% | -11.3% | +8.3% | -1.6% |
| 3M | +7.6% | +5.3% | +2.3% | +6.0% |
| 6M | +87.0% | -13.2% | +100.2% | +87.8% |
| YTD | +96.5% | -25.8% | +122.3% | +99.9% |
| 1Y | +92.9% | -34.3% | +127.2% | +97.3% |
| 3Y | +139.8% | -19.9% | +159.8% | +122.9% |
| 5Y | +151.3% | -42.7% | +194.0% | +116.9% |
| All | +435.0% | -45.0% | +480.1% | +343.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACHR.
Daily Out/Under-Performance
Portfolio return minus ACHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACHR 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 10y: compounded portfolio wealth divided by compounded ACHR 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…
10y analysis · Full analysis span regression · 6 months rolling