+1,947.1%
FTNT vs ACM
+131.3%
+1,815.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | +5.7% | +5.1% | +0.7% | +3.9% |
| 30D | -32.1% | +18.7% | -50.8% | -36.3% |
| 3M | -19.5% | +15.5% | -34.9% | -24.1% |
| 6M | +13.8% | +1.2% | +12.6% | +11.7% |
| YTD | +63.1% | -25.2% | +88.4% | +77.0% |
| 1Y | +57.7% | -46.3% | +104.0% | +94.3% |
| 3Y | +154.9% | -9.6% | +164.5% | +151.5% |
| 5Y | +89.3% | +4.4% | +84.9% | +76.7% |
| All | +1,947.1% | +131.3% | +1,815.8% | +1,341.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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