+104.5%
FTNT vs ALM
+318.3%
-213.9%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | 0.0% |
| 7D | -5.8% | -2.6% | -3.2% | -5.8% |
| 30D | -4.8% | +32.0% | -36.8% | -5.2% |
| 3M | +4.4% | -15.0% | +19.5% | +4.9% |
| 6M | +88.8% | -10.1% | +98.9% | +87.5% |
| YTD | +96.8% | +99.4% | -2.6% | +83.3% |
| 1Y | +104.5% | +316.4% | -211.9% | +71.7% |
| All | +104.5% | +318.3% | -213.9% | +71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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