+2,072.5%
FTNT vs AG
+68.4%
+2,004.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.2% | -1.5% |
| 7D | -0.1% | -6.7% | +6.6% | +0.4% |
| 30D | -3.0% | +2.2% | -5.1% | -3.3% |
| 3M | +7.6% | +15.7% | -8.1% | +5.8% |
| 6M | +87.0% | -23.8% | +110.7% | +89.5% |
| YTD | +96.5% | +17.6% | +78.9% | +90.3% |
| 1Y | +92.9% | +88.6% | +4.3% | +78.2% |
| 3Y | +139.8% | +253.4% | -113.6% | +103.0% |
| 5Y | +151.3% | +62.4% | +88.9% | +123.4% |
| All | +2,072.5% | +68.4% | +2,004.1% | +1,769.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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