+1,910.4%
FTNT vs AME
+444.5%
+1,466.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -2.1% |
| 7D | +7.1% | +5.9% | +1.2% | +3.5% |
| 30D | -30.9% | -1.9% | -29.0% | -30.5% |
| 3M | -23.1% | -5.4% | -17.7% | -21.2% |
| 6M | +8.1% | +4.9% | +3.2% | +3.4% |
| YTD | +60.2% | +18.5% | +41.7% | +39.0% |
| 1Y | +57.0% | +25.5% | +31.5% | +31.0% |
| 3Y | +152.9% | +63.0% | +89.9% | +73.5% |
| 5Y | +85.9% | +78.3% | +7.6% | +19.9% |
| All | +1,910.4% | +444.5% | +1,466.0% | +706.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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