+1,828.7%
FTNT vs ALK
-37.5%
+1,866.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +7.1% | -4.0% | +1.6% |
| 7D | -3.0% | +8.9% | -11.9% | -4.7% |
| 30D | -37.1% | +5.9% | -43.1% | -38.1% |
| 3M | -23.3% | -16.5% | -6.8% | -20.9% |
| 6M | +7.4% | +2.1% | +5.3% | +5.0% |
| YTD | +54.2% | -17.1% | +71.3% | +55.7% |
| 1Y | +49.7% | -2.9% | +52.6% | +45.3% |
| 3Y | +146.6% | +24.5% | +122.1% | +118.5% |
| 5Y | +75.4% | -29.1% | +104.5% | +73.8% |
| 10Y | +1,828.7% | -39.1% | +1,867.8% | +1,782.9% |
| All | +1,828.7% | -37.5% | +1,866.1% | +1,782.9% |
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