+154.6%
FTNT vs ARMK
+148.1%
+6.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.7% | +0.2% |
| 7D | -2.7% | +1.7% | -4.4% | -3.4% |
| 30D | -1.4% | +3.1% | -4.5% | -3.1% |
| 3M | +10.1% | +9.2% | +0.9% | +5.3% |
| 6M | +88.2% | +43.7% | +44.5% | +57.3% |
| YTD | +98.3% | +57.4% | +40.9% | +58.0% |
| 1Y | +96.0% | +51.9% | +44.1% | +58.4% |
| 3Y | +145.8% | +125.4% | +20.4% | +54.2% |
| 5Y | +154.6% | +149.1% | +5.6% | +46.5% |
| All | +154.6% | +148.1% | +6.5% | +46.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling