+52.7%
FTNT vs AMRZ
-17.3%
+70.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.3% | +5.0% | +1.4% |
| 7D | -2.7% | -2.0% | -0.7% | -2.4% |
| 30D | -1.4% | -9.8% | +8.5% | +0.1% |
| 3M | +10.1% | -17.2% | +27.3% | +12.8% |
| 6M | +88.2% | -26.9% | +115.1% | +97.8% |
| YTD | +98.3% | -21.5% | +119.8% | +98.5% |
| 1Y | +96.0% | -22.9% | +118.8% | +101.1% |
| All | +52.7% | -17.3% | +70.0% | +47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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