+154.6%
FTNT vs ARWR
+29.5%
+125.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.0% |
| 7D | -2.7% | +2.9% | -5.6% | -3.1% |
| 30D | -1.4% | -2.9% | +1.5% | -1.0% |
| 3M | +10.1% | +15.2% | -5.1% | +7.2% |
| 6M | +88.2% | +42.3% | +45.9% | +76.0% |
| YTD | +98.3% | +28.2% | +70.1% | +87.6% |
| 1Y | +96.0% | +213.2% | -117.3% | +56.3% |
| 3Y | +145.8% | +184.6% | -38.9% | +81.8% |
| 5Y | +154.6% | +29.2% | +125.4% | +127.3% |
| All | +154.6% | +29.5% | +125.1% | +127.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling