+137.2%
FTNT vs ALLY
+54.4%
+82.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.7% | -1.3% | -2.6% |
| 7D | -12.7% | +0.9% | -13.6% | -12.9% |
| 30D | -37.2% | +3.1% | -40.3% | -37.8% |
| 3M | -25.8% | -12.6% | -13.2% | -23.6% |
| 6M | +32.1% | -12.4% | +44.6% | +35.7% |
| YTD | +49.7% | -13.2% | +62.8% | +53.5% |
| 1Y | +47.6% | +1.8% | +45.7% | +45.0% |
| 3Y | +137.2% | +58.0% | +79.2% | +119.6% |
| All | +137.2% | +54.4% | +82.8% | +119.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling