+96.0%
FTNT vs ALK
-35.5%
+131.5%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.1% | +3.8% | +0.9% |
| 7D | -2.7% | +0.1% | -2.8% | -2.7% |
| 30D | -1.4% | -18.5% | +17.1% | -0.2% |
| 3M | +10.1% | -3.6% | +13.6% | +10.2% |
| 6M | +88.2% | -3.7% | +91.9% | +87.0% |
| YTD | +98.3% | -19.0% | +117.3% | +100.9% |
| 1Y | +96.0% | -36.0% | +132.0% | +98.5% |
| All | +96.0% | -35.5% | +131.5% | +98.5% |
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