+152.9%
FTNT vs ARES
+37.5%
+115.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -2.1% |
| 7D | +7.1% | +0.5% | +6.6% | +6.8% |
| 30D | -30.9% | +19.7% | -50.5% | -35.4% |
| 3M | -23.1% | -9.0% | -14.1% | -20.9% |
| 6M | +8.1% | +11.5% | -3.4% | +2.8% |
| YTD | +60.2% | -13.8% | +74.0% | +66.2% |
| 1Y | +57.0% | -5.6% | +62.6% | +56.1% |
| 3Y | +152.9% | +36.1% | +116.8% | +116.1% |
| All | +152.9% | +37.5% | +115.4% | +116.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling