+148.8%
FTNT vs AFRM
-23.1%
+171.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +0.4% |
| 7D | -5.8% | -7.0% | +1.1% | -4.7% |
| 30D | -4.8% | -7.8% | +3.0% | -3.6% |
| 3M | +4.4% | +5.3% | -0.9% | +2.9% |
| 6M | +88.8% | +42.6% | +46.1% | +75.3% |
| YTD | +96.8% | -2.8% | +99.6% | +94.4% |
| 1Y | +104.5% | -19.3% | +123.8% | +106.8% |
| 3Y | +156.8% | +231.0% | -74.2% | +80.8% |
| All | +148.8% | -23.1% | +171.9% | +100.4% |
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