+248.0%
FTNT vs ALHC
-61.4%
+309.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -1.7% |
| 7D | +7.1% | +0.3% | +6.8% | +7.0% |
| 30D | -30.9% | -10.6% | -20.3% | -30.5% |
| 3M | -23.1% | -45.3% | +22.2% | -21.0% |
| 6M | +8.1% | -59.7% | +67.8% | +12.3% |
| YTD | +60.2% | -62.7% | +122.9% | +66.5% |
| 1Y | +57.0% | -56.1% | +113.1% | +61.1% |
| 3Y | +152.9% | +21.3% | +131.7% | +127.8% |
| 5Y | +85.9% | -66.0% | +151.9% | +82.0% |
| All | +248.0% | -61.4% | +309.4% | +228.1% |
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