+53.1%
FTNT vs ALLE
+15.9%
+37.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.8% | +3.7% |
| 7D | -1.0% | -0.8% | -0.2% | -1.1% |
| 30D | -33.6% | +27.4% | -61.0% | -32.9% |
| 3M | -20.9% | +13.8% | -34.7% | -20.1% |
| 6M | +11.0% | +45.5% | -34.5% | +11.9% |
| YTD | +61.3% | +21.4% | +39.9% | +73.2% |
| 1Y | +53.1% | +15.4% | +37.8% | +62.4% |
| All | +53.1% | +15.9% | +37.2% | +62.4% |
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 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