+2,098.3%
FTNT vs ALLY
+178.1%
+1,920.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.1% |
| 7D | +1.7% | -1.9% | +3.7% | +2.3% |
| 30D | -4.3% | -4.5% | +0.2% | -3.0% |
| 3M | +13.6% | -2.8% | +16.4% | +14.4% |
| 6M | +87.6% | +10.3% | +77.3% | +81.4% |
| YTD | +98.0% | -5.7% | +103.7% | +99.7% |
| 1Y | +96.9% | +3.9% | +93.0% | +92.6% |
| 3Y | +145.4% | +64.7% | +80.7% | +104.3% |
| 5Y | +153.0% | -2.6% | +155.6% | +136.9% |
| 10Y | +2,098.3% | +186.0% | +1,912.3% | +1,418.8% |
| All | +2,098.3% | +178.1% | +1,920.2% | +1,418.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling