+135.2%
FTNT vs AMIX
-99.9%
+235.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | 0.0% |
| 7D | -5.8% | -13.7% | +7.9% | -5.7% |
| 30D | -4.8% | -62.1% | +57.3% | -4.1% |
| 3M | +4.4% | -46.2% | +50.6% | +2.5% |
| 6M | +88.8% | -46.4% | +135.2% | +85.1% |
| YTD | +96.8% | -60.3% | +157.1% | +93.4% |
| 1Y | +104.5% | -79.7% | +184.1% | +101.9% |
| All | +135.2% | -99.9% | +235.1% | +132.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMIX.
Daily Out/Under-Performance
Portfolio return minus AMIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMIX 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 AMIX 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