+633.6%
FTNT vs ALC
+27.5%
+606.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.2% | +5.8% | +4.7% |
| 7D | -1.0% | -6.3% | +5.3% | +2.2% |
| 30D | -33.6% | +12.6% | -46.2% | -38.0% |
| 3M | -20.9% | -3.8% | -17.0% | -20.0% |
| 6M | +11.0% | +16.8% | -5.9% | +0.5% |
| YTD | +61.3% | -7.6% | +68.9% | +62.8% |
| 1Y | +53.1% | -5.9% | +59.0% | +52.5% |
| 3Y | +152.1% | +0.6% | +151.5% | +126.9% |
| 5Y | +90.1% | -9.5% | +99.6% | +82.5% |
| All | +633.6% | +27.5% | +606.1% | +444.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling