+122.9%
FTNT vs AHR
+356.1%
-233.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.7% |
| 7D | -0.1% | -2.1% | +1.9% | 0.0% |
| 30D | -3.0% | +1.9% | -4.8% | -3.2% |
| 3M | +7.6% | +15.7% | -8.1% | +5.7% |
| 6M | +87.0% | +2.5% | +84.4% | +86.6% |
| YTD | +96.5% | +15.0% | +81.5% | +91.5% |
| 1Y | +92.9% | +28.1% | +64.8% | +83.0% |
| All | +122.9% | +356.1% | -233.2% | +75.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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