+1,947.1%
FTNT vs ALK
-45.1%
+1,992.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.8% | +5.9% | +2.1% |
| 7D | +5.7% | +0.9% | +4.8% | +5.5% |
| 30D | -32.1% | +3.3% | -35.4% | -32.8% |
| 3M | -19.5% | -17.6% | -1.9% | -16.7% |
| 6M | +13.8% | +0.8% | +12.9% | +11.4% |
| YTD | +63.1% | -22.4% | +85.5% | +66.8% |
| 1Y | +57.7% | -10.1% | +67.8% | +55.5% |
| 3Y | +154.9% | +14.0% | +140.9% | +129.9% |
| 5Y | +89.3% | -29.8% | +119.1% | +88.1% |
| All | +1,947.1% | -45.1% | +1,992.2% | +1,872.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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