+7,268.8%
FTNT vs ARWR
+646.1%
+6,622.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -15.3% | +18.4% | +4.7% |
| 7D | -3.0% | -17.3% | +14.4% | -1.2% |
| 30D | -37.1% | -21.5% | -15.6% | -35.6% |
| 3M | -23.3% | -43.8% | +20.5% | -18.9% |
| 6M | +7.4% | -32.3% | +39.6% | +10.6% |
| YTD | +54.2% | -25.8% | +80.1% | +56.3% |
| 1Y | +49.7% | +25.5% | +24.2% | +42.1% |
| 3Y | +146.6% | +84.1% | +62.4% | +113.6% |
| 5Y | +75.4% | -39.2% | +114.7% | +66.2% |
| 10Y | +1,828.7% | +1,072.4% | +756.3% | +1,182.2% |
| All | +7,268.8% | +646.1% | +6,622.8% | +4,663.1% |
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