+145.8%
FTNT vs ALHC
+141.7%
+4.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.3% | +0.7% |
| 7D | -2.7% | -1.0% | -1.7% | -2.7% |
| 30D | -1.4% | -6.3% | +5.0% | -1.5% |
| 3M | +10.1% | -12.3% | +22.4% | +10.4% |
| 6M | +88.2% | -27.0% | +115.2% | +88.3% |
| YTD | +98.3% | -31.8% | +130.1% | +98.3% |
| 1Y | +96.0% | -17.0% | +113.0% | +96.5% |
| 3Y | +145.8% | +159.8% | -14.1% | +153.5% |
| All | +145.8% | +141.7% | +4.1% | +153.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling