+301.8%
FTNT vs AFRM
-25.1%
+326.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.2% | -0.8% | -2.6% |
| 7D | -12.7% | -7.3% | -5.4% | -11.6% |
| 30D | -37.2% | -9.6% | -27.7% | -36.3% |
| 3M | -25.8% | -11.1% | -14.7% | -24.8% |
| 6M | +32.1% | +3.9% | +28.3% | +29.9% |
| YTD | +49.7% | -8.5% | +58.1% | +48.8% |
| 1Y | +47.6% | +3.3% | +44.3% | +43.2% |
| 3Y | +137.2% | +213.7% | -76.5% | +75.3% |
| 5Y | +74.2% | -58.5% | +132.7% | +44.4% |
| All | +301.8% | -25.1% | +326.8% | +209.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling