+153.0%
FTNT vs ARES
+97.0%
+56.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.1% | +2.9% | +1.4% |
| 7D | +1.7% | -2.7% | +4.4% | +3.0% |
| 30D | -4.3% | -2.4% | -1.9% | -3.2% |
| 3M | +13.6% | +3.9% | +9.7% | +10.6% |
| 6M | +87.6% | +26.4% | +61.2% | +62.9% |
| YTD | +98.0% | -14.9% | +112.9% | +108.9% |
| 1Y | +96.9% | -20.4% | +117.3% | +113.6% |
| 3Y | +145.4% | +38.8% | +106.6% | +76.7% |
| 5Y | +153.0% | +97.0% | +56.0% | +35.2% |
| All | +153.0% | +97.0% | +56.0% | +35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling