+1,789.3%
FTNT vs AMBA
-0.9%
+1,790.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +6.1% | -9.1% | -4.4% |
| 7D | -12.7% | -7.2% | -5.4% | -11.2% |
| 30D | -37.2% | -10.4% | -26.8% | -35.6% |
| 3M | -25.8% | -30.1% | +4.3% | -19.9% |
| 6M | +32.1% | -22.4% | +54.5% | +33.9% |
| YTD | +49.7% | -17.3% | +67.0% | +46.9% |
| 1Y | +47.6% | -35.4% | +82.9% | +52.7% |
| 3Y | +137.2% | +18.6% | +118.6% | +94.2% |
| 5Y | +74.2% | -69.8% | +144.0% | +87.1% |
| All | +1,789.3% | -0.9% | +1,790.2% | +1,150.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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