+157.5%
FTNT vs ALLE
+92.1%
+65.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.7% | +1.2% |
| 7D | +5.7% | +1.6% | +4.2% | +5.5% |
| 30D | -32.1% | +24.1% | -56.2% | -34.5% |
| 3M | -19.5% | +14.8% | -34.3% | -21.3% |
| 6M | +13.8% | +45.9% | -32.1% | +5.5% |
| YTD | +63.1% | +20.7% | +42.4% | +58.6% |
| 1Y | +57.7% | +14.2% | +43.5% | +55.7% |
| All | +157.5% | +92.1% | +65.5% | +119.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling