+1,910.4%
FTNT vs ALLE
+212.2%
+1,698.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.8% | +3.3% |
| 7D | -1.0% | -0.8% | -0.2% | -0.6% |
| 30D | -33.6% | +27.4% | -61.0% | -40.6% |
| 3M | -20.9% | +13.8% | -34.7% | -25.8% |
| 6M | +11.0% | +45.5% | -34.5% | -7.6% |
| YTD | +61.3% | +21.4% | +39.9% | +44.7% |
| 1Y | +53.1% | +15.4% | +37.8% | +40.4% |
| 3Y | +152.1% | +91.7% | +60.4% | +75.4% |
| 5Y | +90.1% | +54.5% | +35.6% | +44.7% |
| 10Y | +1,910.4% | +210.5% | +1,699.8% | +927.0% |
| All | +1,910.4% | +212.2% | +1,698.2% | +927.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling