+51.8%
FTNT vs ALB
+4.7%
+47.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.3% | -4.3% | +0.5% |
| 7D | -25.7% | -2.1% | -23.6% | -25.5% |
| 30D | -29.7% | -9.0% | -20.7% | -29.2% |
| 3M | -23.1% | -21.1% | -2.0% | -22.1% |
| 6M | +45.0% | -49.9% | +94.9% | +51.0% |
| YTD | +62.9% | -32.3% | +95.2% | +65.4% |
| 1Y | +51.8% | +8.6% | +43.2% | +47.0% |
| All | +51.8% | +4.7% | +47.1% | +47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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