+104.5%
FTNT vs AJG
-12.9%
+117.4%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.4% | -0.1% |
| 7D | -5.8% | -1.8% | -4.0% | -5.9% |
| 30D | -4.8% | +4.6% | -9.4% | -5.0% |
| 3M | +4.4% | +24.9% | -20.5% | +1.9% |
| 6M | +88.8% | +17.2% | +71.6% | +82.3% |
| YTD | +96.8% | +2.2% | +94.7% | +89.8% |
| 1Y | +104.5% | -11.5% | +116.0% | +97.8% |
| All | +104.5% | -12.9% | +117.4% | +97.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 1y: compounded portfolio wealth divided by compounded AJG 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…
1y analysis · Full analysis span regression · 6 months rolling