+99.9%
FTNT vs AG
+119.5%
-19.6%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.9% | +5.9% | +1.4% |
| 7D | +1.6% | -5.8% | +7.4% | +2.0% |
| 30D | -1.9% | +6.4% | -8.2% | -2.4% |
| 3M | +14.4% | +28.4% | -14.0% | +11.6% |
| 6M | +88.7% | -24.5% | +113.1% | +91.7% |
| YTD | +100.0% | +21.2% | +78.9% | +90.1% |
| 1Y | +99.9% | +114.1% | -14.2% | +73.5% |
| All | +99.9% | +119.5% | -19.6% | +73.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling