+69.2%
FTNT vs AFRM
-58.9%
+128.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.2% | -0.8% | -2.6% |
| 7D | -12.7% | -7.3% | -5.4% | -11.5% |
| 30D | -37.2% | -9.6% | -27.7% | -36.2% |
| 3M | -25.8% | -11.1% | -14.7% | -24.7% |
| 6M | +32.1% | +3.9% | +28.3% | +29.6% |
| YTD | +49.7% | -8.5% | +58.1% | +48.7% |
| 1Y | +47.6% | +3.3% | +44.3% | +42.7% |
| 3Y | +137.2% | +213.7% | -76.5% | +68.0% |
| All | +69.2% | -58.9% | +128.1% | +75.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling