+9,303.7%
FTNT vs ARWR
+1,208.2%
+8,095.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.1% | 0.0% |
| 7D | -5.8% | +1.7% | -7.5% | -6.1% |
| 30D | -4.8% | -0.7% | -4.1% | -4.8% |
| 3M | +4.4% | +14.9% | -10.5% | +2.4% |
| 6M | +88.8% | +32.6% | +56.2% | +81.4% |
| YTD | +96.8% | +30.0% | +66.8% | +88.9% |
| 1Y | +104.5% | +208.4% | -103.9% | +76.5% |
| 3Y | +156.8% | +208.8% | -52.0% | +110.9% |
| 5Y | +144.1% | +27.8% | +116.2% | +114.7% |
| 10Y | +2,021.8% | +1,107.6% | +914.2% | +1,282.7% |
| All | +9,303.7% | +1,208.2% | +8,095.5% | +5,655.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling