+2,683.4%
FTNT vs ALLY
+99.9%
+2,583.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.9% | +2.1% | +2.8% |
| 7D | -3.0% | -0.2% | -2.8% | -2.9% |
| 30D | -37.1% | +3.4% | -40.6% | -37.9% |
| 3M | -23.3% | -11.1% | -12.2% | -20.9% |
| 6M | +7.4% | -11.5% | +18.9% | +10.6% |
| YTD | +54.2% | -12.3% | +66.6% | +58.4% |
| 1Y | +49.7% | +1.1% | +48.6% | +47.2% |
| 3Y | +146.6% | +64.8% | +81.8% | +103.4% |
| 5Y | +75.4% | -6.9% | +82.3% | +66.4% |
| 10Y | +1,828.7% | +194.9% | +1,633.7% | +1,055.2% |
| All | +2,683.4% | +99.9% | +2,583.5% | +1,862.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling