+97.2%
FTNT vs AR
+21.0%
+76.2%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +0.9% |
| 7D | -2.7% | -1.8% | -0.9% | -2.5% |
| 30D | -1.4% | +12.6% | -13.9% | -2.9% |
| 3M | +10.1% | +10.0% | +0.1% | +8.6% |
| 6M | +88.2% | +0.6% | +87.6% | +86.2% |
| YTD | +98.3% | +13.4% | +84.9% | +92.2% |
| All | +97.2% | +21.0% | +76.2% | +90.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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