+3,202.8%
FTNT vs AMBA
+837.3%
+2,365.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.7% | +0.1% |
| 7D | -5.8% | -11.0% | +5.1% | -3.5% |
| 30D | -4.8% | -23.2% | +18.4% | +0.5% |
| 3M | +4.4% | -12.7% | +17.1% | +4.9% |
| 6M | +88.8% | +11.2% | +77.6% | +76.8% |
| YTD | +96.8% | -11.2% | +108.0% | +91.8% |
| 1Y | +104.5% | -22.5% | +127.0% | +102.4% |
| 3Y | +156.8% | -1.3% | +158.1% | +126.6% |
| 5Y | +144.1% | -54.2% | +198.2% | +139.0% |
| 10Y | +2,021.8% | -6.1% | +2,027.9% | +1,502.0% |
| All | +3,202.8% | +837.3% | +2,365.6% | +1,536.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling