+1,924.3%
FTNT vs ALM
+2,084.7%
-160.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.4% | +3.7% |
| 7D | -1.0% | -7.2% | +6.2% | -0.8% |
| 30D | -33.6% | -26.4% | -7.3% | -33.1% |
| 3M | -20.9% | -38.6% | +17.7% | -20.1% |
| 6M | +11.0% | -61.0% | +72.0% | +13.1% |
| YTD | +61.3% | -7.4% | +68.7% | +59.5% |
| 1Y | +53.1% | +14.0% | +39.2% | +50.3% |
| 3Y | +152.1% | +844.4% | -692.4% | +132.0% |
| 5Y | +90.1% | +410.8% | -320.7% | +76.0% |
| All | +1,924.3% | +2,084.7% | -160.4% | +1,669.9% |
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