+327.6%
FTNT vs ALHC
-28.9%
+356.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -5.8% | -0.6% | -5.3% | -5.8% |
| 30D | -4.8% | -1.0% | -3.8% | -4.8% |
| 3M | +4.4% | -10.2% | +14.6% | +4.4% |
| 6M | +88.8% | -28.3% | +117.1% | +90.7% |
| YTD | +96.8% | -31.4% | +128.3% | +99.1% |
| 1Y | +104.5% | -16.9% | +121.4% | +103.7% |
| 3Y | +156.8% | +135.5% | +21.3% | +122.2% |
| 5Y | +144.1% | -33.6% | +177.7% | +131.0% |
| All | +327.6% | -28.9% | +356.5% | +292.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling