+7,335.0%
FTNT vs AG
+342.0%
+6,993.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.9% | +6.8% | +1.4% |
| 7D | -3.5% | +6.0% | -9.5% | -4.1% |
| 30D | -36.5% | -13.5% | -23.0% | -35.8% |
| 3M | -24.7% | -20.7% | -4.1% | -23.5% |
| 6M | +8.3% | -31.5% | +39.9% | +11.0% |
| YTD | +55.6% | -10.1% | +65.8% | +53.8% |
| 1Y | +50.2% | +26.0% | +24.2% | +43.6% |
| 3Y | +143.2% | +228.9% | -85.7% | +106.2% |
| 5Y | +85.5% | +8.7% | +76.8% | +69.7% |
| 10Y | +1,868.3% | +71.9% | +1,796.4% | +1,511.6% |
| All | +7,335.0% | +342.0% | +6,993.0% | +4,555.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling