+2,072.5%
FTNT vs AJG
+473.1%
+1,599.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.5% | -1.1% |
| 7D | -0.1% | -8.3% | +8.1% | +4.2% |
| 30D | -3.0% | -5.7% | +2.7% | -0.6% |
| 3M | +7.6% | +9.1% | -1.5% | +0.7% |
| 6M | +87.0% | +15.2% | +71.7% | +69.0% |
| YTD | +96.5% | -6.3% | +102.8% | +97.4% |
| 1Y | +92.9% | -19.1% | +112.1% | +110.0% |
| 3Y | +139.8% | +8.2% | +131.6% | +106.7% |
| 5Y | +151.3% | +75.6% | +75.7% | +56.4% |
| All | +2,072.5% | +473.1% | +1,599.4% | +671.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling