+51.8%
FTNT vs AJG
+19.3%
+32.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.5% | -4.5% | +1.4% |
| 7D | -25.7% | +10.7% | -36.4% | -25.2% |
| 30D | -29.7% | +26.9% | -56.6% | -29.7% |
| 3M | -23.1% | +16.6% | -39.7% | -23.1% |
| 6M | +45.0% | +40.1% | +4.9% | +38.8% |
| YTD | +62.9% | +12.4% | +50.5% | +58.6% |
| 1Y | +51.8% | +15.9% | +35.9% | +46.6% |
| All | +51.8% | +19.3% | +32.5% | +46.6% |
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