+3,852.7%
FTNT vs ALLE
+260.9%
+3,591.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.7% |
| 3M | +4.4% | +21.0% | -16.6% | -5.9% |
| 6M | +88.8% | +1.1% | +87.7% | +84.7% |
| YTD | +96.8% | -0.5% | +97.4% | +93.3% |
| 1Y | +104.5% | -7.3% | +111.7% | +107.5% |
| 3Y | +156.8% | +42.3% | +114.5% | +102.0% |
| 5Y | +144.1% | +13.5% | +130.6% | +113.0% |
| 10Y | +2,021.8% | +144.0% | +1,877.7% | +1,006.6% |
| All | +3,852.7% | +260.9% | +3,591.8% | +1,501.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling