+2,098.3%
FTNT vs ALB
+80.1%
+2,018.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.8% | +2.7% | +0.5% |
| 7D | +1.7% | -8.6% | +10.3% | +3.7% |
| 30D | -4.3% | -4.0% | -0.2% | -3.6% |
| 3M | +13.6% | -17.4% | +31.0% | +17.7% |
| 6M | +87.6% | -25.4% | +113.0% | +96.7% |
| YTD | +98.0% | -10.5% | +108.5% | +97.1% |
| 1Y | +96.9% | +75.8% | +21.1% | +64.6% |
| 3Y | +145.4% | -28.5% | +173.9% | +139.5% |
| 5Y | +153.0% | -45.1% | +198.1% | +156.7% |
| 10Y | +2,098.3% | +87.3% | +2,010.9% | +1,290.0% |
| All | +2,098.3% | +80.1% | +2,018.2% | +1,290.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling