+96.9%
FTNT vs ACM
-48.7%
+145.6%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.1% | +2.9% | +0.2% |
| 7D | +1.7% | -3.7% | +5.4% | +2.2% |
| 30D | -4.3% | -12.7% | +8.4% | -2.7% |
| 3M | +13.6% | -9.8% | +23.4% | +14.8% |
| 6M | +87.6% | -31.4% | +119.0% | +97.3% |
| YTD | +98.0% | -32.1% | +130.1% | +109.0% |
| 1Y | +96.9% | -47.8% | +144.7% | +122.2% |
| All | +96.9% | -48.7% | +145.6% | +122.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling