+51.8%
FTNT vs ALC
+4.2%
+47.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.8% | -5.8% | +1.9% |
| 7D | -25.7% | +10.7% | -36.4% | -24.6% |
| 30D | -29.7% | +20.2% | -49.9% | -28.4% |
| 3M | -23.1% | +8.9% | -32.0% | -22.2% |
| 6M | +45.0% | +5.7% | +39.3% | +48.2% |
| YTD | +62.9% | -1.4% | +64.4% | +65.3% |
| 1Y | +51.8% | +4.7% | +47.1% | +51.6% |
| All | +51.8% | +4.2% | +47.6% | +51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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