+4,241.4%
FTNT vs ALM
+7,705.7%
-3,464.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.9% |
| 3M | +4.4% | -15.0% | +19.5% | +4.4% |
| 6M | +88.8% | -10.1% | +98.9% | +88.7% |
| YTD | +96.8% | +99.4% | -2.6% | +96.1% |
| 1Y | +104.5% | +316.4% | -211.9% | +103.0% |
| 3Y | +156.8% | +2,022.0% | -1,865.2% | +153.2% |
| 5Y | +144.1% | +941.2% | -797.1% | +140.9% |
| 10Y | +2,021.8% | +2,950.3% | -928.6% | +1,981.0% |
| All | +4,241.4% | +7,705.7% | -3,464.4% | +4,093.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling