+2,072.5%
FTNT vs AGG
+14.2%
+2,058.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.7% |
| 7D | -0.1% | -1.1% | +0.9% | +0.6% |
| 30D | -3.0% | -1.1% | -1.8% | -2.1% |
| 3M | +7.6% | -1.9% | +9.5% | +9.2% |
| 6M | +87.0% | -1.7% | +88.7% | +89.4% |
| YTD | +96.5% | -1.3% | +97.8% | +98.4% |
| 1Y | +92.9% | -0.7% | +93.7% | +93.9% |
| 3Y | +139.8% | +12.5% | +127.4% | +116.7% |
| 5Y | +151.3% | -2.5% | +153.8% | +157.1% |
| All | +2,072.5% | +14.2% | +2,058.3% | +2,068.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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