+7,335.0%
FTNT vs ALB
+249.0%
+7,086.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.2% | +5.1% | +2.1% |
| 7D | -3.5% | +5.3% | -8.8% | -5.1% |
| 30D | -36.5% | -6.3% | -30.3% | -35.3% |
| 3M | -24.7% | -27.4% | +2.7% | -18.2% |
| 6M | +8.3% | -53.1% | +61.4% | +32.1% |
| YTD | +55.6% | -32.3% | +87.9% | +66.7% |
| 1Y | +50.2% | -7.3% | +57.5% | +45.4% |
| 3Y | +143.2% | -14.9% | +158.1% | +114.4% |
| 5Y | +85.5% | -62.0% | +147.5% | +106.3% |
| 10Y | +1,868.3% | +33.0% | +1,835.3% | +1,044.5% |
| All | +7,335.0% | +249.0% | +7,086.0% | +2,312.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling