+153.0%
FTNT vs ACI
-43.7%
+196.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | 0.0% |
| 7D | +1.7% | -5.0% | +6.8% | +2.0% |
| 30D | -4.3% | -2.3% | -1.9% | -4.2% |
| 3M | +13.6% | -23.2% | +36.8% | +15.0% |
| 6M | +87.6% | -29.5% | +117.1% | +90.6% |
| YTD | +98.0% | -28.6% | +126.6% | +100.8% |
| 1Y | +96.9% | -34.0% | +131.0% | +100.8% |
| 3Y | +145.4% | -45.0% | +190.4% | +153.6% |
| 5Y | +153.0% | -44.0% | +197.0% | +150.0% |
| All | +153.0% | -43.7% | +196.7% | +150.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling