+154.7%
FTNT vs AME
+62.6%
+92.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.6% | +3.1% | +3.5% |
| 7D | -1.0% | +1.1% | -2.1% | -1.3% |
| 30D | -33.6% | -4.1% | -29.5% | -32.9% |
| 3M | -20.9% | -6.3% | -14.5% | -19.5% |
| 6M | +11.0% | +3.5% | +7.4% | +8.9% |
| YTD | +61.3% | +17.3% | +44.0% | +46.5% |
| 1Y | +53.1% | +22.0% | +31.1% | +36.0% |
| All | +154.7% | +62.6% | +92.1% | +95.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling