+9,303.7%
FTNT vs ALK
+530.0%
+8,773.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.6% | -0.4% |
| 7D | -5.8% | -0.7% | -5.2% | -5.7% |
| 30D | -4.8% | -19.2% | +14.5% | +0.1% |
| 3M | +4.4% | -1.5% | +5.9% | +3.8% |
| 6M | +88.8% | -13.1% | +101.8% | +90.6% |
| YTD | +96.8% | -16.4% | +113.2% | +99.6% |
| 1Y | +104.5% | -33.1% | +137.5% | +118.5% |
| 3Y | +156.8% | +0.6% | +156.1% | +136.5% |
| 5Y | +144.1% | -26.4% | +170.4% | +140.3% |
| 10Y | +2,021.8% | -34.2% | +2,055.9% | +1,829.3% |
| All | +9,303.7% | +530.0% | +8,773.7% | +3,661.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling