+162.8%
FTNT vs AGG
-2.6%
+165.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.2% |
| 3M | +7.6% | -1.9% | +9.5% | +9.0% |
| 6M | +87.0% | -1.7% | +88.7% | +89.1% |
| YTD | +96.5% | -1.3% | +97.8% | +98.2% |
| 1Y | +92.9% | -0.7% | +93.7% | +93.8% |
| 3Y | +139.8% | +12.5% | +127.4% | +117.7% |
| All | +162.8% | -2.6% | +165.4% | +186.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling