+148.8%
FTNT vs ALLE
+13.7%
+135.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.5% |
| 7D | -5.8% | -0.2% | -5.6% | -5.8% |
| 30D | -4.8% | -6.8% | +2.0% | -2.1% |
| 3M | +4.4% | +21.0% | -16.6% | -4.7% |
| 6M | +88.8% | +1.1% | +87.7% | +86.0% |
| YTD | +96.8% | -0.5% | +97.4% | +94.7% |
| 1Y | +104.5% | -7.3% | +111.7% | +108.8% |
| 3Y | +156.8% | +42.3% | +114.5% | +101.3% |
| All | +148.8% | +13.7% | +135.1% | +114.5% |
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 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