+1,910.4%
FTNT vs ALB
+35.3%
+1,875.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.1% | +2.6% | +3.4% |
| 7D | -1.0% | +1.1% | -2.0% | -1.3% |
| 30D | -33.6% | -2.6% | -31.0% | -33.2% |
| 3M | -20.9% | -25.6% | +4.7% | -16.0% |
| 6M | +11.0% | -54.0% | +65.0% | +30.2% |
| YTD | +61.3% | -31.6% | +92.9% | +70.0% |
| 1Y | +53.1% | -6.6% | +59.7% | +49.1% |
| 3Y | +152.1% | -14.0% | +166.1% | +128.9% |
| 5Y | +90.1% | -62.5% | +152.7% | +110.7% |
| 10Y | +1,910.4% | +36.3% | +1,874.1% | +1,324.6% |
| All | +1,910.4% | +35.3% | +1,875.0% | +1,324.6% |
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