+92.8%
FTNT vs AS
+131.9%
-39.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.4% | +6.1% | +4.1% |
| 7D | -1.0% | -3.0% | +2.0% | -0.4% |
| 30D | -33.6% | +9.6% | -43.2% | -35.0% |
| 3M | -20.9% | -8.2% | -12.7% | -19.7% |
| 6M | +11.0% | -9.9% | +20.9% | +12.5% |
| YTD | +61.3% | -16.8% | +78.1% | +65.2% |
| 1Y | +53.1% | +3.0% | +50.1% | +47.8% |
| All | +92.8% | +131.9% | -39.2% | +55.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling