+1,947.1%
FTNT vs AG
+80.4%
+1,866.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.3% | +6.4% | +1.6% |
| 7D | +5.7% | -6.0% | +11.8% | +6.3% |
| 30D | -32.1% | -14.3% | -17.8% | -31.2% |
| 3M | -19.5% | -26.9% | +7.5% | -17.6% |
| 6M | +13.8% | -42.1% | +55.9% | +18.1% |
| YTD | +63.1% | -15.9% | +79.0% | +62.1% |
| 1Y | +57.7% | +11.5% | +46.2% | +52.5% |
| 3Y | +154.9% | +208.0% | -53.1% | +117.6% |
| 5Y | +89.3% | +2.4% | +86.9% | +74.5% |
| All | +1,947.1% | +80.4% | +1,866.7% | +1,628.4% |
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