+2,063.6%
FTNT vs ALK
-38.6%
+2,102.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.1% | +3.8% | +1.4% |
| 7D | -2.7% | +0.1% | -2.8% | -2.8% |
| 30D | -1.4% | -18.5% | +17.1% | +2.8% |
| 3M | +10.1% | -3.6% | +13.6% | +10.0% |
| 6M | +88.2% | -3.7% | +91.9% | +85.7% |
| YTD | +98.3% | -19.0% | +117.3% | +102.3% |
| 1Y | +96.0% | -36.0% | +132.0% | +110.1% |
| 3Y | +145.8% | +2.3% | +143.4% | +128.6% |
| 5Y | +154.6% | -27.8% | +182.4% | +152.4% |
| 10Y | +2,063.6% | -39.0% | +2,102.6% | +1,951.7% |
| All | +2,063.6% | -38.6% | +2,102.2% | +1,951.7% |
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