+96.9%
FTNT vs ALL
+28.9%
+68.0%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.1% |
| 7D | +1.7% | -2.2% | +4.0% | +1.3% |
| 30D | -4.3% | -5.6% | +1.3% | -5.3% |
| 3M | +13.6% | +17.2% | -3.6% | +17.2% |
| 6M | +87.6% | +23.2% | +64.3% | +94.9% |
| YTD | +98.0% | +23.6% | +74.4% | +105.2% |
| 1Y | +96.9% | +29.2% | +67.8% | +107.8% |
| All | +96.9% | +28.9% | +68.0% | +107.8% |
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