+51.8%
FTNT vs ALLY
+4.2%
+47.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.8% | -2.8% | +0.6% |
| 7D | -25.7% | +2.4% | -28.1% | -25.9% |
| 30D | -29.7% | +5.6% | -35.3% | -30.3% |
| 3M | -23.1% | -11.7% | -11.4% | -21.4% |
| 6M | +45.0% | -7.0% | +52.0% | +46.9% |
| YTD | +62.9% | -10.4% | +73.4% | +66.8% |
| 1Y | +51.8% | +2.4% | +49.5% | +46.4% |
| All | +51.8% | +4.2% | +47.6% | +46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 1y: compounded portfolio wealth divided by compounded ALLY 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…
1y analysis · Full analysis span regression · 6 months rolling