+1,947.1%
FTNT vs ATI
+1,002.4%
+944.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.9% |
| 7D | +5.7% | +13.0% | -7.2% | +3.8% |
| 30D | -32.1% | +0.2% | -32.3% | -32.4% |
| 3M | -19.5% | -17.5% | -2.0% | -17.5% |
| 6M | +13.8% | +18.1% | -4.3% | +9.7% |
| YTD | +63.1% | +65.7% | -2.6% | +47.5% |
| 1Y | +57.7% | +91.9% | -34.2% | +39.1% |
| 3Y | +154.9% | +335.2% | -180.3% | +92.4% |
| 5Y | +89.3% | +1,004.3% | -915.0% | +22.4% |
| All | +1,947.1% | +1,002.4% | +944.7% | +1,185.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 10y: compounded portfolio wealth divided by compounded ATI 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…
10y analysis · Full analysis span regression · 6 months rolling