+9,359.7%
FTNT vs AGI
+273.5%
+9,086.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.2% |
| 7D | +1.7% | +2.2% | -0.5% | +1.6% |
| 30D | -4.3% | +11.3% | -15.5% | -4.9% |
| 3M | +13.6% | +5.6% | +8.0% | +13.0% |
| 6M | +87.6% | -27.7% | +115.3% | +90.4% |
| YTD | +98.0% | -4.1% | +102.1% | +97.2% |
| 1Y | +96.9% | +13.8% | +83.1% | +93.9% |
| 3Y | +145.4% | +217.0% | -71.7% | +126.4% |
| 5Y | +153.0% | +404.3% | -251.4% | +126.0% |
| 10Y | +2,098.3% | +400.5% | +1,697.8% | +1,821.6% |
| All | +9,359.7% | +273.5% | +9,086.2% | +7,306.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling