+1,910.4%
FTNT vs ALLY
+174.3%
+1,736.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -2.0% |
| 7D | +7.1% | +0.4% | +6.7% | +6.9% |
| 30D | -30.9% | +5.2% | -36.1% | -32.0% |
| 3M | -23.1% | -13.3% | -9.8% | -20.3% |
| 6M | +8.1% | -6.7% | +14.8% | +9.6% |
| YTD | +60.2% | -12.8% | +73.0% | +64.7% |
| 1Y | +57.0% | +0.7% | +56.3% | +54.7% |
| 3Y | +152.9% | +65.2% | +87.7% | +110.4% |
| 5Y | +85.9% | -10.1% | +96.0% | +78.1% |
| All | +1,910.4% | +174.3% | +1,736.1% | +1,313.0% |
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