+153.0%
FTNT vs AME
+83.9%
+69.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.5% | +0.2% |
| 7D | +1.7% | +1.3% | +0.4% | +0.9% |
| 30D | -4.3% | -6.6% | +2.3% | -0.4% |
| 3M | +13.6% | +3.0% | +10.6% | +11.1% |
| 6M | +87.6% | +5.3% | +82.3% | +77.7% |
| YTD | +98.0% | +15.4% | +82.5% | +74.1% |
| 1Y | +96.9% | +26.8% | +70.1% | +60.4% |
| 3Y | +145.4% | +56.5% | +88.9% | +62.7% |
| 5Y | +153.0% | +85.2% | +67.7% | +42.3% |
| All | +153.0% | +83.9% | +69.1% | +42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling