+51.8%
FTNT vs ALLE
+18.6%
+33.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | +1.2% |
| 7D | -25.7% | +6.7% | -32.3% | -25.1% |
| 30D | -29.7% | +25.4% | -55.1% | -29.0% |
| 3M | -23.1% | +16.9% | -40.1% | -22.3% |
| 6M | +45.0% | +46.6% | -1.6% | +46.0% |
| YTD | +62.9% | +22.4% | +40.5% | +74.1% |
| 1Y | +51.8% | +17.7% | +34.1% | +63.5% |
| All | +51.8% | +18.6% | +33.3% | +63.5% |
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