+9,303.7%
FTNT vs AME
+1,487.7%
+7,816.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -1.0% |
| 7D | -5.8% | +0.6% | -6.5% | -6.2% |
| 30D | -4.8% | -6.7% | +1.9% | -0.5% |
| 3M | +4.4% | +4.1% | +0.4% | +1.3% |
| 6M | +88.8% | +1.6% | +87.2% | +83.0% |
| YTD | +96.8% | +16.1% | +80.7% | +73.6% |
| 1Y | +104.5% | +27.3% | +77.1% | +68.5% |
| 3Y | +156.8% | +50.9% | +105.9% | +85.1% |
| 5Y | +144.1% | +81.4% | +62.7% | +55.8% |
| 10Y | +2,021.8% | +417.0% | +1,604.8% | +530.1% |
| All | +9,303.7% | +1,487.7% | +7,816.0% | +1,191.9% |
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