+480.0%
FTNT vs ACI
+21.2%
+458.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.2% | -5.0% | -2.0% |
| 7D | -0.1% | -3.7% | +3.6% | +0.1% |
| 30D | -3.0% | +0.6% | -3.5% | -3.1% |
| 3M | +7.6% | -20.3% | +27.9% | +9.1% |
| 6M | +87.0% | -24.7% | +111.6% | +90.3% |
| YTD | +96.5% | -27.2% | +123.8% | +100.2% |
| 1Y | +92.9% | -32.7% | +125.7% | +97.8% |
| 3Y | +139.8% | -43.9% | +183.8% | +149.4% |
| 5Y | +151.3% | -38.9% | +190.2% | +154.5% |
| All | +480.0% | +21.2% | +458.8% | +404.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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