+57.7%
FTNT vs ALK
-7.4%
+65.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.8% | +5.9% | +1.2% |
| 7D | +5.7% | +0.9% | +4.8% | +5.7% |
| 30D | -32.1% | +3.3% | -35.4% | -32.0% |
| 3M | -19.5% | -17.6% | -1.9% | -18.6% |
| 6M | +13.8% | +0.8% | +12.9% | +13.4% |
| YTD | +63.1% | -22.4% | +85.5% | +65.5% |
| 1Y | +57.7% | -10.1% | +67.8% | +55.7% |
| All | +57.7% | -7.4% | +65.1% | +55.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling