+47.7%
FTNT vs ACM
-45.0%
+92.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.9% |
| 7D | -3.5% | +6.6% | -10.2% | -3.9% |
| 30D | -36.5% | +19.8% | -56.3% | -37.3% |
| 3M | -24.7% | -3.1% | -21.6% | -24.0% |
| 6M | +8.3% | -11.5% | +19.8% | +10.0% |
| YTD | +55.6% | -24.7% | +80.3% | +62.6% |
| All | +47.7% | -45.0% | +92.7% | +60.5% |
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