+238.0%
FTNT vs ALHC
-59.7%
+297.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.5% | -4.6% | +0.6% |
| 7D | -3.5% | +3.8% | -7.3% | -3.7% |
| 30D | -36.5% | +1.7% | -38.2% | -36.6% |
| 3M | -24.7% | -44.3% | +19.6% | -22.8% |
| 6M | +8.3% | -57.2% | +65.6% | +12.1% |
| YTD | +55.6% | -61.2% | +116.8% | +61.4% |
| 1Y | +50.2% | -53.2% | +103.4% | +53.5% |
| 3Y | +143.2% | +27.8% | +115.3% | +118.1% |
| 5Y | +85.5% | -65.4% | +150.8% | +81.4% |
| All | +238.0% | -59.7% | +297.8% | +218.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling