+104.5%
FTNT vs AMT
-7.7%
+112.2%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.0% | -0.2% |
| 7D | -5.8% | -0.2% | -5.6% | -5.9% |
| 30D | -4.8% | +4.6% | -9.4% | -4.4% |
| 3M | +4.4% | -8.4% | +12.9% | +3.8% |
| 6M | +88.8% | -6.0% | +94.8% | +87.3% |
| YTD | +96.8% | +2.1% | +94.7% | +97.0% |
| 1Y | +104.5% | -6.4% | +110.8% | +105.7% |
| All | +104.5% | -7.7% | +112.2% | +105.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 1y: compounded portfolio wealth divided by compounded AMT 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…
1y analysis · Full analysis span regression · 6 months rolling