+85.5%
FTNT vs ACM
+4.8%
+80.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.7% |
| 7D | -3.5% | +6.6% | -10.2% | -5.9% |
| 30D | -36.5% | +19.8% | -56.3% | -41.1% |
| 3M | -24.7% | -3.1% | -21.6% | -24.3% |
| 6M | +8.3% | -11.5% | +19.8% | +12.5% |
| YTD | +55.6% | -24.7% | +80.3% | +72.3% |
| 1Y | +50.2% | -45.1% | +95.2% | +97.0% |
| 3Y | +143.2% | -8.9% | +152.0% | +124.2% |
| 5Y | +85.5% | +5.4% | +80.1% | +47.7% |
| All | +85.5% | +4.8% | +80.6% | +47.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling