+154.6%
FTNT vs ALC
-15.6%
+170.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.7% | +1.7% |
| 7D | -2.7% | -3.7% | +1.0% | -1.0% |
| 30D | -1.4% | -3.7% | +2.4% | +0.3% |
| 3M | +10.1% | +4.6% | +5.5% | +6.8% |
| 6M | +88.2% | -14.6% | +102.8% | +100.8% |
| YTD | +98.3% | -11.9% | +110.2% | +106.6% |
| 1Y | +96.0% | -13.1% | +109.1% | +105.0% |
| 3Y | +145.8% | -15.0% | +160.8% | +145.4% |
| 5Y | +154.6% | -16.2% | +170.8% | +162.8% |
| All | +154.6% | -15.6% | +170.3% | +162.8% |
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