+2,708.1%
FTNT vs AR
-33.4%
+2,741.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.2% | -2.9% |
| 7D | -12.7% | -14.3% | +1.6% | -11.4% |
| 30D | -37.2% | +1.4% | -38.6% | -37.3% |
| 3M | -25.8% | +3.4% | -29.2% | -26.1% |
| 6M | +32.1% | -2.1% | +34.2% | +32.1% |
| YTD | +49.7% | +4.7% | +45.0% | +48.4% |
| 1Y | +47.6% | +10.6% | +37.0% | +45.4% |
| 3Y | +137.2% | +24.6% | +112.6% | +129.0% |
| 5Y | +74.2% | +71.9% | +2.3% | +62.1% |
| 10Y | +1,824.2% | +46.4% | +1,777.9% | +1,766.2% |
| All | +2,708.1% | -33.4% | +2,741.5% | +2,857.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling