+2,111.2%
FTNT vs AME
+427.9%
+1,683.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.6% |
| 7D | +1.6% | 0.0% | +1.6% | +1.6% |
| 30D | -1.9% | -8.6% | +6.7% | +3.5% |
| 3M | +14.4% | +5.8% | +8.6% | +10.1% |
| 6M | +88.7% | +3.8% | +84.8% | +80.8% |
| YTD | +100.0% | +14.4% | +85.6% | +78.9% |
| 1Y | +99.9% | +25.8% | +74.1% | +67.1% |
| 3Y | +147.9% | +55.2% | +92.8% | +77.3% |
| 5Y | +155.8% | +85.5% | +70.3% | +62.7% |
| All | +2,111.2% | +427.9% | +1,683.3% | +787.3% |
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