+432.4%
FTNT vs AFRM
-20.7%
+453.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.1% | +0.8% |
| 7D | -2.7% | +3.1% | -5.8% | -3.3% |
| 30D | -1.4% | -4.2% | +2.9% | -0.8% |
| 3M | +10.1% | +10.1% | 0.0% | +7.9% |
| 6M | +88.2% | +39.4% | +48.8% | +76.4% |
| YTD | +98.3% | -3.2% | +101.5% | +96.2% |
| 1Y | +96.0% | -16.1% | +112.0% | +96.9% |
| 3Y | +145.8% | +220.8% | -75.0% | +79.7% |
| 5Y | +154.6% | -17.7% | +172.3% | +99.2% |
| All | +432.4% | -20.7% | +453.1% | +307.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 10y: compounded portfolio wealth divided by compounded AFRM 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…
10y analysis · Full analysis span regression · 6 months rolling