+7,335.0%
FTNT vs ALK
+522.6%
+6,812.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | -3.5% | +12.9% | -16.5% | -6.4% |
| 30D | -36.5% | +5.5% | -42.1% | -37.7% |
| 3M | -24.7% | -12.1% | -12.6% | -23.0% |
| 6M | +8.3% | +1.7% | +6.6% | +5.6% |
| YTD | +55.6% | -17.4% | +73.0% | +57.2% |
| 1Y | +50.2% | -1.9% | +52.1% | +44.6% |
| 3Y | +143.2% | +21.2% | +121.9% | +112.1% |
| 5Y | +85.5% | -27.8% | +113.3% | +82.8% |
| 10Y | +1,868.3% | -41.0% | +1,909.3% | +1,744.8% |
| All | +7,335.0% | +522.6% | +6,812.5% | +2,861.9% |
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