+9,290.5%
FTNT vs AJG
+1,479.5%
+7,811.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.5% | -1.0% |
| 7D | -0.1% | -8.3% | +8.1% | +4.9% |
| 30D | -3.0% | -5.7% | +2.7% | -0.3% |
| 3M | +7.6% | +9.1% | -1.5% | -0.1% |
| 6M | +87.0% | +15.2% | +71.7% | +67.1% |
| YTD | +96.5% | -6.3% | +102.8% | +97.2% |
| 1Y | +92.9% | -19.1% | +112.1% | +111.0% |
| 3Y | +139.8% | +8.2% | +131.6% | +105.3% |
| 5Y | +151.3% | +75.6% | +75.7% | +52.9% |
| 10Y | +2,082.2% | +471.1% | +1,611.1% | +451.5% |
| All | +9,290.5% | +1,479.5% | +7,811.0% | +1,175.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling