+7,607.6%
FTNT vs AME
+1,503.2%
+6,104.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.6% | +3.1% | +3.3% |
| 7D | -1.0% | +1.1% | -2.1% | -1.7% |
| 30D | -33.6% | -4.1% | -29.5% | -32.2% |
| 3M | -20.9% | -6.3% | -14.5% | -18.3% |
| 6M | +11.0% | +3.5% | +7.4% | +6.7% |
| YTD | +61.3% | +17.3% | +44.0% | +39.9% |
| 1Y | +53.1% | +22.0% | +31.1% | +29.1% |
| 3Y | +152.1% | +62.0% | +90.1% | +71.5% |
| 5Y | +90.1% | +78.5% | +11.6% | +21.5% |
| 10Y | +1,910.4% | +441.6% | +1,468.7% | +473.1% |
| All | +7,607.6% | +1,503.2% | +6,104.4% | +941.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling