+314.0%
FTNT vs AFRM
-25.2%
+339.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.2% | +3.1% |
| 7D | -3.0% | -7.5% | +4.6% | -1.7% |
| 30D | -37.1% | -15.7% | -21.4% | -35.5% |
| 3M | -23.3% | -9.6% | -13.7% | -22.5% |
| 6M | +7.4% | +6.3% | +1.1% | +5.1% |
| YTD | +54.2% | -8.6% | +62.8% | +53.4% |
| 1Y | +49.7% | -7.6% | +57.3% | +48.1% |
| 3Y | +146.6% | +173.7% | -27.1% | +87.0% |
| 5Y | +75.4% | -56.9% | +132.3% | +45.0% |
| All | +314.0% | -25.2% | +339.2% | +218.7% |
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