+7,268.8%
FTNT vs ACM
+164.6%
+7,104.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.2% | -2.1% | +1.0% |
| 7D | -3.0% | +6.9% | -9.9% | -5.4% |
| 30D | -37.1% | +19.1% | -56.2% | -41.5% |
| 3M | -23.3% | -6.9% | -16.3% | -22.0% |
| 6M | +7.4% | -12.0% | +19.4% | +10.8% |
| YTD | +54.2% | -25.1% | +79.4% | +67.9% |
| 1Y | +49.7% | -45.4% | +95.1% | +84.9% |
| 3Y | +146.6% | -6.9% | +153.5% | +140.4% |
| 5Y | +75.4% | +3.7% | +71.7% | +63.6% |
| 10Y | +1,828.7% | +135.8% | +1,692.9% | +1,072.8% |
| All | +7,268.8% | +164.6% | +7,104.2% | +3,766.6% |
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