+2,072.5%
FTNT vs AMCR
+14.6%
+2,057.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.2% |
| 7D | -0.1% | -6.3% | +6.1% | +2.0% |
| 30D | -3.0% | -7.8% | +4.8% | -0.5% |
| 3M | +7.6% | +7.5% | +0.1% | +4.2% |
| 6M | +87.0% | +2.7% | +84.3% | +82.4% |
| YTD | +96.5% | +6.0% | +90.5% | +88.3% |
| 1Y | +92.9% | +7.8% | +85.2% | +83.2% |
| 3Y | +139.8% | +5.8% | +134.1% | +122.2% |
| 5Y | +151.3% | -11.6% | +162.9% | +151.4% |
| All | +2,072.5% | +14.6% | +2,057.8% | +1,637.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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