+155.8%
FTNT vs AEM
+294.2%
-138.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.9% | +3.9% | +1.3% |
| 7D | +1.6% | -5.0% | +6.6% | +2.0% |
| 30D | -1.9% | +8.5% | -10.3% | -2.6% |
| 3M | +14.4% | +29.3% | -14.9% | +11.7% |
| 6M | +88.7% | -12.9% | +101.6% | +90.0% |
| YTD | +100.0% | +16.8% | +83.3% | +95.2% |
| 1Y | +99.9% | +29.8% | +70.0% | +92.9% |
| 3Y | +147.9% | +336.7% | -188.8% | +110.2% |
| 5Y | +155.8% | +299.9% | -144.1% | +112.5% |
| All | +155.8% | +294.2% | -138.3% | +112.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling