+139.8%
FTNT vs AEM
+339.2%
-199.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.6% | -1.8% |
| 7D | -0.1% | -2.1% | +2.0% | -0.1% |
| 30D | -3.0% | +8.4% | -11.4% | -3.2% |
| 3M | +7.6% | +27.3% | -19.7% | +6.5% |
| 6M | +87.0% | -9.7% | +96.6% | +87.2% |
| YTD | +96.5% | +19.0% | +77.6% | +93.9% |
| 1Y | +92.9% | +31.5% | +61.5% | +90.0% |
| 3Y | +139.8% | +338.7% | -198.9% | +151.8% |
| All | +139.8% | +339.2% | -199.3% | +151.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling