+146.6%
FTNT vs ALHC
+16.3%
+130.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.0% | +3.0% |
| 7D | -3.0% | +3.9% | -6.8% | -2.8% |
| 30D | -37.1% | -3.6% | -33.5% | -37.2% |
| 3M | -23.3% | -49.4% | +26.1% | -25.1% |
| 6M | +7.4% | -59.5% | +66.8% | +5.0% |
| YTD | +54.2% | -63.2% | +117.4% | +50.6% |
| 1Y | +49.7% | -55.5% | +105.2% | +47.1% |
| 3Y | +146.6% | +23.0% | +123.6% | +155.9% |
| All | +146.6% | +16.3% | +130.2% | +155.9% |
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