+145.8%
FTNT vs ALC
-15.5%
+161.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.7% | +1.1% |
| 7D | -2.7% | -3.7% | +1.0% | -2.0% |
| 30D | -1.4% | -3.7% | +2.4% | -0.7% |
| 3M | +10.1% | +4.6% | +5.5% | +8.8% |
| 6M | +88.2% | -14.6% | +102.8% | +94.9% |
| YTD | +98.3% | -11.9% | +110.2% | +102.9% |
| 1Y | +96.0% | -13.1% | +109.1% | +101.1% |
| 3Y | +145.8% | -15.0% | +160.8% | +156.5% |
| All | +145.8% | -15.5% | +161.3% | +156.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling