+9,359.7%
FTNT vs AFL
+661.6%
+8,698.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | +1.7% | -2.1% | +3.9% | +2.7% |
| 30D | -4.3% | -5.4% | +1.2% | -2.0% |
| 3M | +13.6% | -0.3% | +13.9% | +13.3% |
| 6M | +87.6% | +5.2% | +82.4% | +82.8% |
| YTD | +98.0% | +5.7% | +92.3% | +91.8% |
| 1Y | +96.9% | +10.2% | +86.7% | +86.6% |
| 3Y | +145.4% | +63.4% | +82.0% | +91.4% |
| 5Y | +153.0% | +133.0% | +20.0% | +66.5% |
| 10Y | +2,098.3% | +299.5% | +1,798.7% | +939.1% |
| All | +9,359.7% | +661.6% | +8,698.0% | +3,073.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling