+96.9%
FTNT vs ALB
+69.7%
+27.3%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.8% | +2.7% | +0.1% |
| 7D | +1.7% | -8.6% | +10.3% | +2.5% |
| 30D | -4.3% | -4.0% | -0.2% | -4.0% |
| 3M | +13.6% | -17.4% | +31.0% | +15.1% |
| 6M | +87.6% | -25.4% | +113.0% | +90.8% |
| YTD | +98.0% | -10.5% | +108.5% | +96.1% |
| 1Y | +96.9% | +75.8% | +21.1% | +74.5% |
| All | +96.9% | +69.7% | +27.3% | +74.5% |
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