+96.9%
FTNT vs AMDL
+540.4%
-443.5%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.0% | -6.2% | -0.4% |
| 7D | +1.7% | +29.0% | -27.2% | +0.6% |
| 30D | -4.3% | +19.1% | -23.3% | -5.1% |
| 3M | +13.6% | +1.8% | +11.8% | +12.4% |
| 6M | +87.6% | +374.4% | -286.8% | +72.6% |
| YTD | +98.0% | +278.9% | -180.9% | +81.5% |
| 1Y | +96.9% | +510.6% | -413.7% | +82.4% |
| All | +96.9% | +540.4% | -443.5% | +82.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling