+9,303.7%
FTNT vs ACM
+149.6%
+9,154.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | +0.1% |
| 7D | -5.8% | -3.7% | -2.1% | -4.4% |
| 30D | -4.8% | -11.1% | +6.3% | -0.9% |
| 3M | +4.4% | -8.0% | +12.4% | +6.7% |
| 6M | +88.8% | -29.7% | +118.4% | +113.2% |
| YTD | +96.8% | -29.4% | +126.2% | +120.4% |
| 1Y | +104.5% | -46.4% | +150.9% | +155.4% |
| 3Y | +156.8% | -22.3% | +179.1% | +170.5% |
| 5Y | +144.1% | +4.5% | +139.6% | +127.7% |
| 10Y | +2,021.8% | +127.6% | +1,894.1% | +1,207.9% |
| All | +9,303.7% | +149.6% | +9,154.1% | +4,977.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling