+9,359.7%
FTNT vs AIG
+235.3%
+9,124.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.6% | -0.3% |
| 7D | +1.7% | -1.4% | +3.2% | +2.2% |
| 30D | -4.3% | -3.3% | -0.9% | -3.3% |
| 3M | +13.6% | +2.2% | +11.4% | +12.6% |
| 6M | +87.6% | -2.1% | +89.7% | +87.8% |
| YTD | +98.0% | -11.2% | +109.2% | +103.6% |
| 1Y | +96.9% | -2.1% | +99.0% | +95.5% |
| 3Y | +145.4% | +34.4% | +111.0% | +119.4% |
| 5Y | +153.0% | +53.7% | +99.3% | +114.8% |
| 10Y | +2,098.3% | +64.4% | +2,033.9% | +1,558.3% |
| All | +9,359.7% | +235.3% | +9,124.4% | +5,526.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling