+435.8%
FTNT vs ACHR
-43.7%
+479.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.8% | +0.1% |
| 7D | -5.8% | -0.7% | -5.2% | -5.8% |
| 30D | -4.8% | +9.8% | -14.6% | -6.1% |
| 3M | +4.4% | -10.5% | +14.9% | +4.9% |
| 6M | +88.8% | -15.5% | +104.3% | +90.2% |
| YTD | +96.8% | -24.1% | +120.9% | +99.7% |
| 1Y | +104.5% | -32.4% | +136.9% | +108.5% |
| 3Y | +156.8% | -11.6% | +168.4% | +135.6% |
| 5Y | +144.1% | -42.9% | +187.0% | +110.9% |
| All | +435.8% | -43.7% | +479.5% | +342.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling