+154.6%
FTNT vs ALB
-43.6%
+198.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.9% | +0.2% |
| 7D | -2.7% | -4.4% | +1.7% | -1.9% |
| 30D | -1.4% | -1.2% | -0.2% | -1.4% |
| 3M | +10.1% | -13.3% | +23.4% | +12.6% |
| 6M | +88.2% | -19.8% | +108.0% | +93.6% |
| YTD | +98.3% | -7.9% | +106.2% | +96.2% |
| 1Y | +96.0% | +60.2% | +35.8% | +68.9% |
| 3Y | +145.8% | -26.4% | +172.2% | +147.1% |
| 5Y | +154.6% | -42.5% | +197.2% | +163.4% |
| All | +154.6% | -43.6% | +198.2% | +163.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling