+2,098.3%
FTNT vs ACM
+124.8%
+1,973.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.1% | +2.9% | +0.9% |
| 7D | +1.7% | -3.7% | +5.4% | +3.0% |
| 30D | -4.3% | -12.7% | +8.4% | -0.2% |
| 3M | +13.6% | -9.8% | +23.4% | +16.6% |
| 6M | +87.6% | -31.4% | +119.0% | +111.2% |
| YTD | +98.0% | -32.1% | +130.1% | +122.4% |
| 1Y | +96.9% | -47.8% | +144.7% | +143.3% |
| 3Y | +145.4% | -22.1% | +167.5% | +156.5% |
| 5Y | +153.0% | +1.8% | +151.2% | +140.7% |
| 10Y | +2,098.3% | +132.5% | +1,965.7% | +1,479.2% |
| All | +2,098.3% | +124.8% | +1,973.5% | +1,479.2% |
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