+162.8%
FTNT vs AIG
+53.2%
+109.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.1% | -1.9% |
| 7D | -0.1% | -1.2% | +1.0% | +0.2% |
| 30D | -3.0% | -1.1% | -1.9% | -2.7% |
| 3M | +7.6% | +0.7% | +6.9% | +7.0% |
| 6M | +87.0% | -2.2% | +89.1% | +87.1% |
| YTD | +96.5% | -10.8% | +107.4% | +103.1% |
| 1Y | +92.9% | -2.0% | +95.0% | +90.7% |
| 3Y | +139.8% | +34.8% | +105.0% | +104.1% |
| All | +162.8% | +53.2% | +109.7% | +110.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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