+51.8%
FTNT vs ALM
+44.8%
+7.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +1.0% |
| 7D | -25.7% | -6.4% | -19.3% | -25.6% |
| 30D | -29.7% | -35.0% | +5.3% | -29.7% |
| 3M | -23.1% | -33.8% | +10.7% | -23.0% |
| 6M | +45.0% | -55.0% | +100.0% | +45.0% |
| YTD | +62.9% | -0.2% | +63.2% | +51.5% |
| 1Y | +51.8% | +41.8% | +10.1% | +37.4% |
| All | +51.8% | +44.8% | +7.0% | +37.4% |
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