+146.6%
FTNT vs ALC
+2.4%
+144.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.8% | +3.0% |
| 7D | -3.0% | +2.1% | -5.0% | -3.2% |
| 30D | -37.1% | +17.2% | -54.3% | -38.9% |
| 3M | -23.3% | +4.6% | -27.9% | -23.9% |
| 6M | +7.4% | +20.1% | -12.7% | +3.4% |
| YTD | +54.2% | -4.2% | +58.4% | +55.5% |
| 1Y | +49.7% | +2.1% | +47.7% | +47.9% |
| 3Y | +146.6% | +4.5% | +142.1% | +135.3% |
| All | +146.6% | +2.4% | +144.2% | +135.3% |
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