+96.9%
FTNT vs ALLY
+4.3%
+92.6%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | 0.0% |
| 7D | +1.7% | -1.9% | +3.7% | +2.1% |
| 30D | -4.3% | -4.5% | +0.2% | -3.5% |
| 3M | +13.6% | -2.8% | +16.4% | +14.3% |
| 6M | +87.6% | +10.3% | +77.3% | +83.1% |
| YTD | +98.0% | -5.7% | +103.7% | +99.9% |
| 1Y | +96.9% | +3.9% | +93.0% | +93.5% |
| All | +96.9% | +4.3% | +92.6% | +93.5% |
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