+2,111.2%
FTNT vs ARES
+971.5%
+1,139.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.8% | +3.8% | +2.2% |
| 7D | +1.6% | -7.7% | +9.3% | +4.9% |
| 30D | -1.9% | -8.7% | +6.8% | +1.8% |
| 3M | +14.4% | +2.8% | +11.5% | +12.3% |
| 6M | +88.7% | +23.1% | +65.6% | +69.9% |
| YTD | +100.0% | -17.3% | +117.3% | +110.8% |
| 1Y | +99.9% | -24.3% | +124.2% | +117.4% |
| 3Y | +147.9% | +34.9% | +113.0% | +103.1% |
| 5Y | +155.8% | +93.5% | +62.3% | +76.9% |
| All | +2,111.2% | +971.5% | +1,139.6% | +952.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES 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 10y: compounded portfolio wealth divided by compounded ARES 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…
10y analysis · Full analysis span regression · 6 months rolling