+75.4%
FTNT vs ALC
-10.7%
+86.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.8% | +2.9% |
| 7D | -3.0% | +2.1% | -5.0% | -3.9% |
| 30D | -37.1% | +17.2% | -54.3% | -41.9% |
| 3M | -23.3% | +4.6% | -27.9% | -25.4% |
| 6M | +7.4% | +20.1% | -12.7% | -3.1% |
| YTD | +54.2% | -4.2% | +58.4% | +53.7% |
| 1Y | +49.7% | +2.1% | +47.7% | +43.3% |
| 3Y | +146.6% | +4.5% | +142.1% | +112.1% |
| 5Y | +75.4% | -12.3% | +87.8% | +83.4% |
| All | +75.4% | -10.7% | +86.1% | +83.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling