+3,458.5%
FTNT vs ARES
+1,196.0%
+2,262.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +0.9% | +0.3% |
| 7D | -5.8% | -1.7% | -4.2% | -5.2% |
| 30D | -4.8% | +0.3% | -5.0% | -4.9% |
| 3M | +4.4% | +8.5% | -4.1% | +0.6% |
| 6M | +88.8% | +23.5% | +65.3% | +71.1% |
| YTD | +96.8% | -11.2% | +108.0% | +101.3% |
| 1Y | +104.5% | -19.3% | +123.7% | +115.8% |
| 3Y | +156.8% | +48.7% | +108.1% | +106.6% |
| 5Y | +144.1% | +106.5% | +37.5% | +70.8% |
| 10Y | +2,021.8% | +1,055.3% | +966.4% | +857.3% |
| All | +3,458.5% | +1,196.0% | +2,262.5% | +1,429.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling