+372.8%
FTNT vs ACI
+32.8%
+339.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.7% |
| 7D | +7.1% | +2.3% | +4.8% | +6.8% |
| 30D | -30.9% | +1.2% | -32.1% | -30.9% |
| 3M | -23.1% | +6.8% | -29.9% | -23.5% |
| 6M | +8.1% | -18.7% | +26.8% | +9.4% |
| YTD | +60.2% | -20.2% | +80.4% | +62.1% |
| 1Y | +57.0% | -23.7% | +80.7% | +59.5% |
| 3Y | +152.9% | -31.6% | +184.6% | +157.6% |
| 5Y | +85.9% | -42.8% | +128.7% | +90.4% |
| All | +372.8% | +32.8% | +339.9% | +308.7% |
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