+145.8%
FTNT vs ALM
+2,327.9%
-2,182.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.8% | -8.1% | +0.5% |
| 7D | -2.7% | +8.4% | -11.1% | -2.9% |
| 30D | -1.4% | +34.8% | -36.2% | -2.3% |
| 3M | +10.1% | +16.2% | -6.1% | +9.4% |
| 6M | +88.2% | +2.1% | +86.1% | +86.4% |
| YTD | +98.3% | +117.0% | -18.7% | +89.6% |
| 1Y | +96.0% | +313.9% | -217.9% | +81.7% |
| 3Y | +145.8% | +2,327.9% | -2,182.2% | +120.0% |
| All | +145.8% | +2,327.9% | -2,182.2% | +120.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling