+1,910.4%
FTNT vs ARWR
+1,021.8%
+888.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +2.9% | +3.6% |
| 7D | -1.0% | -19.9% | +18.9% | +1.7% |
| 30D | -33.6% | -18.7% | -14.9% | -32.0% |
| 3M | -20.9% | -44.7% | +23.8% | -15.0% |
| 6M | +11.0% | -36.5% | +47.5% | +16.2% |
| YTD | +61.3% | -25.7% | +87.0% | +63.8% |
| 1Y | +53.1% | +18.9% | +34.2% | +43.9% |
| 3Y | +152.1% | +83.1% | +69.0% | +108.1% |
| 5Y | +90.1% | -34.9% | +125.0% | +74.8% |
| 10Y | +1,910.4% | +1,080.9% | +829.5% | +1,225.8% |
| All | +1,910.4% | +1,021.8% | +888.5% | +1,225.8% |
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