+1,910.4%
FTNT vs ARWR
+1,024.2%
+886.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.1% | -2.0% |
| 7D | +7.1% | -17.8% | +24.9% | +9.5% |
| 30D | -30.9% | -18.1% | -12.7% | -29.2% |
| 3M | -23.1% | -44.2% | +21.1% | -17.5% |
| 6M | +8.1% | -38.6% | +46.7% | +13.7% |
| YTD | +60.2% | -28.0% | +88.2% | +63.3% |
| 1Y | +57.0% | +16.1% | +40.9% | +48.0% |
| 3Y | +152.9% | +84.0% | +68.9% | +108.4% |
| 5Y | +85.9% | -35.4% | +121.3% | +71.1% |
| All | +1,910.4% | +1,024.2% | +886.2% | +1,232.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 10y: compounded portfolio wealth divided by compounded ARWR 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…
10y analysis · Full analysis span regression · 6 months rolling