+330.1%
FTNT vs ALHC
-31.6%
+361.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.0% | 0.0% |
| 7D | +1.7% | -4.1% | +5.9% | +2.0% |
| 30D | -4.3% | -5.4% | +1.2% | -4.0% |
| 3M | +13.6% | -32.1% | +45.7% | +15.6% |
| 6M | +87.6% | -28.5% | +116.1% | +89.4% |
| YTD | +98.0% | -34.0% | +132.0% | +100.7% |
| 1Y | +96.9% | -20.9% | +117.9% | +96.8% |
| 3Y | +145.4% | +151.5% | -6.2% | +109.8% |
| 5Y | +153.0% | -28.8% | +181.8% | +137.3% |
| All | +330.1% | -31.6% | +361.7% | +295.5% |
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