+51.8%
FTNT vs AGI
-1.1%
+52.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +10.8% | -9.8% | -0.5% |
| 7D | -25.7% | -5.3% | -20.4% | -25.0% |
| 30D | -29.7% | -7.1% | -22.6% | -28.9% |
| 3M | -23.1% | +4.4% | -27.5% | -23.6% |
| 6M | +45.0% | -23.0% | +68.0% | +49.0% |
| YTD | +62.9% | -22.0% | +84.9% | +59.7% |
| 1Y | +51.8% | +0.3% | +51.6% | +41.4% |
| All | +51.8% | -1.1% | +52.9% | +41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 1y: compounded portfolio wealth divided by compounded AGI 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…
1y analysis · Full analysis span regression · 6 months rolling