+78.8%
FTNT vs AS
+134.9%
-56.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.5% | -3.5% | -3.1% |
| 7D | -12.7% | +6.9% | -19.6% | -13.8% |
| 30D | -37.2% | +16.0% | -53.2% | -39.2% |
| 3M | -25.8% | -12.8% | -12.9% | -23.9% |
| 6M | +32.1% | -15.4% | +47.5% | +35.8% |
| YTD | +49.7% | -15.7% | +65.4% | +52.9% |
| 1Y | +47.6% | +6.1% | +41.5% | +41.5% |
| All | +78.8% | +134.9% | -56.0% | +44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 3y: compounded portfolio wealth divided by compounded AS 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…
3y analysis · Full analysis span regression · 6 months rolling