+3,172.7%
FTNT vs AMCR
+97.2%
+3,075.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.6% | +0.5% |
| 7D | +1.7% | -6.3% | +8.0% | +3.4% |
| 30D | -4.3% | -7.1% | +2.9% | -2.6% |
| 3M | +13.6% | +12.7% | +0.9% | +9.6% |
| 6M | +87.6% | +5.2% | +82.4% | +83.1% |
| YTD | +98.0% | +8.1% | +89.9% | +91.0% |
| 1Y | +96.9% | +11.7% | +85.2% | +87.8% |
| 3Y | +145.4% | +9.9% | +135.5% | +130.4% |
| 5Y | +153.0% | -8.7% | +161.6% | +151.6% |
| 10Y | +2,098.3% | +16.8% | +2,081.4% | +1,822.5% |
| All | +3,172.7% | +97.2% | +3,075.5% | +2,678.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling