+2,905.6%
FTNT vs ALLE
+327.3%
+2,578.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.1% | -2.6% |
| 7D | -12.7% | -0.6% | -12.1% | -12.5% |
| 30D | -37.2% | +25.3% | -62.6% | -44.1% |
| 3M | -25.8% | +10.3% | -36.1% | -29.9% |
| 6M | +32.1% | +38.0% | -5.9% | +10.8% |
| YTD | +49.7% | +17.8% | +31.9% | +34.4% |
| 1Y | +47.6% | +13.6% | +34.0% | +34.7% |
| 3Y | +137.2% | +89.2% | +48.0% | +60.6% |
| 5Y | +74.2% | +51.1% | +23.1% | +30.9% |
| 10Y | +1,824.2% | +228.1% | +1,596.1% | +742.3% |
| All | +2,905.6% | +327.3% | +2,578.3% | +1,013.4% |
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 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