+75.9%
FTNT vs AMDL
+47.6%
+28.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +22.3% | -25.3% | -4.5% |
| 7D | -12.7% | -26.2% | +13.5% | -11.3% |
| 30D | -37.2% | -57.1% | +19.9% | -34.2% |
| 3M | -25.8% | -29.8% | +4.1% | -25.0% |
| 6M | +32.1% | -22.2% | +54.3% | +30.0% |
| YTD | +49.7% | +142.1% | -92.5% | +32.3% |
| 1Y | +47.6% | +85.8% | -38.3% | +32.4% |
| All | +75.9% | +47.6% | +28.3% | +40.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling