+137.2%
FTNT vs ALLE
+88.9%
+48.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.1% | -2.9% |
| 7D | -12.7% | -0.6% | -12.1% | -12.6% |
| 30D | -37.2% | +25.3% | -62.6% | -39.7% |
| 3M | -25.8% | +10.3% | -36.1% | -27.0% |
| 6M | +32.1% | +38.0% | -5.9% | +23.7% |
| YTD | +49.7% | +17.8% | +31.9% | +45.8% |
| 1Y | +47.6% | +13.6% | +34.0% | +45.2% |
| 3Y | +137.2% | +89.2% | +48.0% | +96.5% |
| All | +137.2% | +88.9% | +48.3% | +96.5% |
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