+480.8%
FTNT vs ACI
+25.9%
+454.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | -5.8% | +0.2% | -6.0% | -5.9% |
| 30D | -4.8% | +5.9% | -10.7% | -5.2% |
| 3M | +4.4% | -19.8% | +24.2% | +5.8% |
| 6M | +88.8% | -24.7% | +113.5% | +92.1% |
| YTD | +96.8% | -24.4% | +121.2% | +100.0% |
| 1Y | +104.5% | -31.5% | +136.0% | +109.4% |
| 3Y | +156.8% | -38.7% | +195.4% | +164.4% |
| 5Y | +144.1% | -42.8% | +186.9% | +149.4% |
| All | +480.8% | +25.9% | +454.9% | +404.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling