+75.4%
FTNT vs ALB
-62.4%
+137.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.2% | +3.1% |
| 7D | -3.0% | +9.5% | -12.4% | -4.7% |
| 30D | -37.1% | -2.1% | -35.0% | -36.8% |
| 3M | -23.3% | -24.1% | +0.9% | -19.4% |
| 6M | +7.4% | -51.0% | +58.4% | +22.1% |
| YTD | +54.2% | -29.3% | +83.6% | +60.3% |
| 1Y | +49.7% | +3.2% | +46.6% | +42.7% |
| 3Y | +146.6% | -9.3% | +155.9% | +121.2% |
| 5Y | +75.4% | -61.6% | +137.1% | +114.3% |
| All | +75.4% | -62.4% | +137.8% | +114.3% |
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