+3,593.1%
FTNT vs AR
-27.2%
+3,620.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | 0.0% |
| 7D | -5.8% | +2.5% | -8.3% | -6.1% |
| 30D | -4.8% | +14.8% | -19.6% | -6.0% |
| 3M | +4.4% | +6.2% | -1.8% | +3.7% |
| 6M | +88.8% | +4.3% | +84.5% | +87.5% |
| YTD | +96.8% | +14.4% | +82.4% | +93.7% |
| 1Y | +104.5% | +21.3% | +83.1% | +99.7% |
| 3Y | +156.8% | +39.8% | +117.0% | +145.2% |
| 5Y | +144.1% | +142.1% | +2.0% | +121.3% |
| 10Y | +2,021.8% | +52.0% | +1,969.7% | +1,953.3% |
| All | +3,593.1% | -27.2% | +3,620.3% | +3,759.8% |
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