+104.5%
FTNT vs ALLE
-5.8%
+110.3%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.1% |
| 7D | -5.8% | -0.2% | -5.6% | -5.8% |
| 30D | -4.8% | -6.8% | +2.0% | -4.6% |
| 3M | +4.4% | +21.0% | -16.6% | +3.2% |
| 6M | +88.8% | +1.1% | +87.7% | +91.1% |
| YTD | +96.8% | -0.5% | +97.4% | +103.8% |
| 1Y | +104.5% | -7.3% | +111.7% | +116.6% |
| All | +104.5% | -5.8% | +110.3% | +116.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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