+91.8%
FTNT vs AMDL
+145.7%
-53.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +11.9% | -10.7% | +0.3% |
| 7D | +5.7% | +103.5% | -97.8% | +0.1% |
| 30D | -32.1% | -18.3% | -13.8% | -32.1% |
| 3M | -19.5% | +20.1% | -39.5% | -21.8% |
| 6M | +13.8% | +15.9% | -2.1% | +8.7% |
| YTD | +63.1% | +303.0% | -239.9% | +38.7% |
| 1Y | +57.7% | +164.0% | -106.3% | +38.2% |
| All | +91.8% | +145.7% | -53.9% | +47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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