+145.8%
FTNT vs AG
+272.3%
-126.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +0.8% |
| 7D | -2.7% | +4.5% | -7.2% | -3.0% |
| 30D | -1.4% | +12.9% | -14.2% | -2.2% |
| 3M | +10.1% | +20.9% | -10.9% | +8.4% |
| 6M | +88.2% | -19.5% | +107.7% | +89.4% |
| YTD | +98.3% | +24.8% | +73.5% | +92.6% |
| 1Y | +96.0% | +120.2% | -24.3% | +83.0% |
| 3Y | +145.8% | +279.0% | -133.2% | +128.1% |
| All | +145.8% | +272.3% | -126.5% | +128.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling