+126.8%
FTNT vs AHR
+360.2%
-233.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +1.0% |
| 7D | +1.6% | -3.0% | +4.6% | +1.8% |
| 30D | -1.9% | +2.6% | -4.5% | -2.2% |
| 3M | +14.4% | +16.0% | -1.6% | +12.4% |
| 6M | +88.7% | +3.1% | +85.6% | +88.2% |
| YTD | +100.0% | +16.0% | +84.0% | +94.8% |
| 1Y | +99.9% | +28.0% | +71.9% | +89.9% |
| All | +126.8% | +360.2% | -233.3% | +78.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling