+4,352.7%
FTNT vs ARMK
+350.8%
+4,001.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.8% | +0.2% |
| 7D | -5.8% | -2.4% | -3.4% | -5.2% |
| 30D | -4.8% | 0.0% | -4.8% | -5.0% |
| 3M | +4.4% | +6.7% | -2.2% | +2.2% |
| 6M | +88.8% | +38.8% | +50.0% | +70.2% |
| YTD | +96.8% | +55.2% | +41.6% | +71.4% |
| 1Y | +104.5% | +46.6% | +57.8% | +80.7% |
| 3Y | +156.8% | +112.9% | +43.9% | +100.8% |
| 5Y | +144.1% | +144.0% | +0.1% | +83.6% |
| 10Y | +2,021.8% | +132.4% | +1,889.4% | +1,415.3% |
| All | +4,352.7% | +350.8% | +4,001.9% | +2,779.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling