+7,607.6%
FTNT vs ACM
+164.8%
+7,442.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.5% | +4.2% | +3.9% |
| 7D | -1.0% | +3.0% | -4.0% | -2.1% |
| 30D | -33.6% | +19.7% | -53.3% | -38.3% |
| 3M | -20.9% | +5.3% | -26.2% | -23.3% |
| 6M | +11.0% | -10.8% | +21.7% | +13.8% |
| YTD | +61.3% | -25.1% | +86.4% | +75.5% |
| 1Y | +53.1% | -45.8% | +98.9% | +89.6% |
| 3Y | +152.1% | -9.4% | +161.4% | +148.5% |
| 5Y | +90.1% | +4.8% | +85.3% | +76.5% |
| 10Y | +1,910.4% | +129.8% | +1,780.6% | +1,137.2% |
| All | +7,607.6% | +164.8% | +7,442.8% | +3,943.2% |
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