+92.9%
FTNT vs AEM
+32.6%
+60.4%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.6% | -1.9% |
| 7D | -0.1% | -2.1% | +2.0% | 0.0% |
| 30D | -3.0% | +8.4% | -11.4% | -3.5% |
| 3M | +7.6% | +27.3% | -19.7% | +5.3% |
| 6M | +87.0% | -9.7% | +96.6% | +88.6% |
| YTD | +96.5% | +19.0% | +77.6% | +85.7% |
| 1Y | +92.9% | +31.5% | +61.5% | +71.0% |
| All | +92.9% | +32.6% | +60.4% | +71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 1y: compounded portfolio wealth divided by compounded AEM 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…
1y analysis · Full analysis span regression · 6 months rolling