+51.8%
FTNT vs ALHC
-51.4%
+103.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +10.1% | -9.1% | +1.3% |
| 7D | -25.7% | -0.5% | -25.2% | -25.8% |
| 30D | -29.7% | -4.2% | -25.5% | -29.9% |
| 3M | -23.1% | -39.8% | +16.7% | -24.5% |
| 6M | +45.0% | -57.7% | +102.7% | +45.5% |
| YTD | +62.9% | -58.8% | +121.7% | +60.1% |
| 1Y | +51.8% | -52.4% | +104.2% | +42.4% |
| All | +51.8% | -51.4% | +103.3% | +42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 1y: compounded portfolio wealth divided by compounded ALHC 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…
1y analysis · Full analysis span regression · 6 months rolling