+89.8%
FTNT vs ALLE
+51.6%
+38.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -2.2% |
| 7D | +7.1% | +3.6% | +3.5% | +5.7% |
| 30D | -30.9% | +25.9% | -56.8% | -37.2% |
| 3M | -23.1% | +15.8% | -38.9% | -27.8% |
| 6M | +8.1% | +48.1% | -40.0% | -9.4% |
| YTD | +60.2% | +22.0% | +38.2% | +45.5% |
| 1Y | +57.0% | +18.0% | +39.0% | +44.6% |
| 3Y | +152.9% | +93.1% | +59.8% | +70.8% |
| All | +89.8% | +51.6% | +38.2% | +46.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling