+7,268.8%
FTNT vs ALK
+525.0%
+6,743.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +7.1% | -4.0% | +1.4% |
| 7D | -3.0% | +8.9% | -11.9% | -5.0% |
| 30D | -37.1% | +5.9% | -43.1% | -38.3% |
| 3M | -23.3% | -16.5% | -6.8% | -20.6% |
| 6M | +7.4% | +2.1% | +5.3% | +4.5% |
| YTD | +54.2% | -17.1% | +71.3% | +55.6% |
| 1Y | +49.7% | -2.9% | +52.6% | +44.5% |
| 3Y | +146.6% | +24.5% | +122.1% | +113.6% |
| 5Y | +75.4% | -29.1% | +104.5% | +73.7% |
| 10Y | +1,828.7% | -39.1% | +1,867.8% | +1,688.8% |
| All | +7,268.8% | +525.0% | +6,743.9% | +2,832.9% |
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 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