+2,063.6%
FTNT vs ALLE
+148.2%
+1,915.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.4% | +1.0% |
| 7D | -2.7% | +2.8% | -5.5% | -3.9% |
| 30D | -1.4% | -7.6% | +6.3% | +1.9% |
| 3M | +10.1% | +22.8% | -12.7% | -0.5% |
| 6M | +88.2% | +4.6% | +83.6% | +81.8% |
| YTD | +98.3% | -1.2% | +99.5% | +95.9% |
| 1Y | +96.0% | -9.1% | +105.1% | +100.8% |
| 3Y | +145.8% | +50.0% | +95.8% | +92.1% |
| 5Y | +154.6% | +15.2% | +139.4% | +122.1% |
| 10Y | +2,063.6% | +151.1% | +1,912.6% | +1,159.7% |
| All | +2,063.6% | +148.2% | +1,915.4% | +1,159.7% |
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