+143.9%
FTNT vs ALB
-29.3%
+173.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.4% | +4.4% | +0.4% |
| 7D | -5.8% | -8.1% | +2.2% | -5.0% |
| 30D | -4.8% | +6.3% | -11.0% | -5.6% |
| 3M | +4.4% | -23.6% | +28.0% | +7.2% |
| 6M | +88.8% | -24.6% | +113.4% | +93.3% |
| YTD | +96.8% | -10.3% | +107.1% | +96.6% |
| 1Y | +104.5% | +61.5% | +43.0% | +88.8% |
| All | +143.9% | -29.3% | +173.2% | +147.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling