+162.8%
FTNT vs ASX
+444.1%
-281.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.5% |
| 7D | -0.1% | +5.2% | -5.4% | -1.8% |
| 30D | -3.0% | +0.5% | -3.4% | -3.4% |
| 3M | +7.6% | +8.3% | -0.7% | +2.5% |
| 6M | +87.0% | +82.0% | +4.9% | +43.9% |
| YTD | +96.5% | +147.6% | -51.1% | +32.4% |
| 1Y | +92.9% | +258.8% | -165.9% | +10.3% |
| 3Y | +139.8% | +452.1% | -312.2% | +3.4% |
| All | +162.8% | +444.1% | -281.3% | +11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ASX.
Daily Out/Under-Performance
Portfolio return minus ASX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASX 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 ASX 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