+9,374.7%
FTNT vs AEM
+325.5%
+9,049.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +0.9% |
| 7D | -2.7% | +4.3% | -7.0% | -3.1% |
| 30D | -1.4% | +13.1% | -14.5% | -2.7% |
| 3M | +10.1% | +24.8% | -14.7% | +7.3% |
| 6M | +88.2% | -8.2% | +96.4% | +88.6% |
| YTD | +98.3% | +19.8% | +78.5% | +92.7% |
| 1Y | +96.0% | +32.1% | +63.9% | +88.2% |
| 3Y | +145.8% | +348.2% | -202.4% | +105.0% |
| 5Y | +154.6% | +297.5% | -142.8% | +112.2% |
| 10Y | +2,063.6% | +343.3% | +1,720.3% | +1,640.6% |
| All | +9,374.7% | +325.5% | +9,049.3% | +7,213.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling