+104.5%
FTNT vs ALL
+28.3%
+76.1%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | -0.3% |
| 7D | -5.8% | 0.0% | -5.9% | -5.8% |
| 30D | -4.8% | -1.5% | -3.3% | -5.0% |
| 3M | +4.4% | +23.6% | -19.2% | +9.4% |
| 6M | +88.8% | +22.3% | +66.4% | +96.5% |
| YTD | +96.8% | +26.5% | +70.3% | +106.1% |
| 1Y | +104.5% | +27.0% | +77.5% | +117.0% |
| All | +104.5% | +28.3% | +76.1% | +117.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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