+145.8%
FTNT vs ARMK
+125.3%
+20.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.7% | +0.4% |
| 7D | -2.7% | +1.7% | -4.4% | -3.1% |
| 30D | -1.4% | +3.1% | -4.5% | -2.4% |
| 3M | +10.1% | +9.2% | +0.9% | +7.1% |
| 6M | +88.2% | +43.7% | +44.5% | +67.9% |
| YTD | +98.3% | +57.4% | +40.9% | +71.3% |
| 1Y | +96.0% | +51.9% | +44.1% | +71.0% |
| 3Y | +145.8% | +125.4% | +20.4% | +92.8% |
| All | +145.8% | +125.3% | +20.5% | +92.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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