+9,290.5%
FTNT vs AGG
+47.0%
+9,243.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.7% |
| 7D | -0.1% | -1.1% | +0.9% | +0.2% |
| 30D | -3.0% | -1.1% | -1.8% | -2.6% |
| 3M | +7.6% | -1.9% | +9.5% | +8.4% |
| 6M | +87.0% | -1.7% | +88.7% | +88.1% |
| YTD | +96.5% | -1.3% | +97.8% | +97.4% |
| 1Y | +92.9% | -0.7% | +93.7% | +93.4% |
| 3Y | +139.8% | +12.5% | +127.4% | +129.3% |
| 5Y | +151.3% | -2.5% | +153.8% | +144.2% |
| 10Y | +2,082.2% | +14.2% | +2,067.9% | +2,221.5% |
| All | +9,290.5% | +47.0% | +9,243.5% | +12,857.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling