+2,098.3%
FTNT vs ALM
+3,082.3%
-984.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.1% | +4.0% | -0.1% |
| 7D | +1.7% | +3.6% | -1.9% | +1.6% |
| 30D | -4.3% | +33.8% | -38.1% | -5.0% |
| 3M | +13.6% | +14.8% | -1.2% | +12.9% |
| 6M | +87.6% | -7.0% | +94.5% | +86.7% |
| YTD | +98.0% | +108.1% | -10.1% | +92.0% |
| 1Y | +96.9% | +313.8% | -216.9% | +86.7% |
| 3Y | +145.4% | +2,227.6% | -2,082.2% | +120.1% |
| 5Y | +153.0% | +956.6% | -803.7% | +129.8% |
| 10Y | +2,098.3% | +3,082.3% | -984.0% | +1,830.8% |
| All | +2,098.3% | +3,082.3% | -984.0% | +1,830.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling