+141.6%
FTNT vs ARES
+38.2%
+103.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.1% | +2.9% | +0.9% |
| 7D | +1.7% | -2.7% | +4.4% | +2.7% |
| 30D | -4.3% | -2.4% | -1.9% | -3.5% |
| 3M | +13.6% | +3.9% | +9.7% | +11.7% |
| 6M | +87.6% | +26.4% | +61.2% | +70.6% |
| YTD | +98.0% | -14.9% | +112.9% | +107.0% |
| 1Y | +96.9% | -20.4% | +117.3% | +110.6% |
| All | +141.6% | +38.2% | +103.5% | +115.4% |
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