+139.8%
FTNT vs AFL
+63.5%
+76.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -1.9% |
| 7D | -0.1% | -1.6% | +1.5% | +0.2% |
| 30D | -3.0% | -4.0% | +1.1% | -2.0% |
| 3M | +7.6% | -0.5% | +8.1% | +7.4% |
| 6M | +87.0% | +6.5% | +80.4% | +83.2% |
| YTD | +96.5% | +6.2% | +90.4% | +92.2% |
| 1Y | +92.9% | +8.3% | +84.7% | +87.0% |
| 3Y | +139.8% | +62.5% | +77.3% | +99.9% |
| All | +139.8% | +63.5% | +76.3% | +99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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