+1,828.7%
FTNT vs ALLE
+233.6%
+1,595.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.8% | +0.3% | +1.9% |
| 7D | -3.0% | -0.6% | -2.3% | -2.7% |
| 30D | -37.1% | +26.6% | -63.7% | -43.6% |
| 3M | -23.3% | +13.2% | -36.5% | -27.9% |
| 6M | +7.4% | +42.9% | -35.5% | -9.8% |
| YTD | +54.2% | +21.0% | +33.2% | +38.6% |
| 1Y | +49.7% | +15.2% | +34.6% | +37.5% |
| 3Y | +146.6% | +95.6% | +51.0% | +69.9% |
| 5Y | +75.4% | +53.4% | +22.0% | +34.0% |
| 10Y | +1,828.7% | +221.5% | +1,607.2% | +890.4% |
| All | +1,828.7% | +233.6% | +1,595.0% | +890.4% |
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