+145.8%
FTNT vs ACM
-19.8%
+165.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +0.9% |
| 7D | -2.7% | -0.3% | -2.4% | -2.6% |
| 30D | -1.4% | -12.9% | +11.6% | +1.8% |
| 3M | +10.1% | -6.4% | +16.5% | +11.2% |
| 6M | +88.2% | -29.2% | +117.4% | +105.2% |
| YTD | +98.3% | -29.9% | +128.2% | +115.9% |
| 1Y | +96.0% | -47.3% | +143.2% | +135.7% |
| 3Y | +145.8% | -19.6% | +165.4% | +153.5% |
| All | +145.8% | -19.8% | +165.6% | +153.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling