+154.6%
FTNT vs AR
+140.6%
+14.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +0.9% |
| 7D | -2.7% | -1.8% | -0.9% | -2.4% |
| 30D | -1.4% | +12.6% | -13.9% | -3.4% |
| 3M | +10.1% | +10.0% | +0.1% | +8.0% |
| 6M | +88.2% | +0.6% | +87.6% | +86.9% |
| YTD | +98.3% | +13.4% | +84.9% | +92.6% |
| 1Y | +96.0% | +21.7% | +74.2% | +87.1% |
| 3Y | +145.8% | +45.8% | +100.0% | +123.2% |
| 5Y | +154.6% | +144.3% | +10.4% | +107.9% |
| All | +154.6% | +140.6% | +14.0% | +107.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling