+2,072.5%
FTNT vs ATI
+1,154.1%
+918.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.6% | -1.7% |
| 7D | -0.1% | -5.6% | +5.5% | +0.8% |
| 30D | -3.0% | -13.7% | +10.8% | -0.8% |
| 3M | +7.6% | -0.4% | +8.0% | +7.3% |
| 6M | +87.0% | +26.2% | +60.7% | +78.5% |
| YTD | +96.5% | +73.2% | +23.3% | +77.6% |
| 1Y | +92.9% | +161.6% | -68.7% | +62.2% |
| 3Y | +139.8% | +346.2% | -206.3% | +81.2% |
| 5Y | +151.3% | +1,047.6% | -896.3% | +62.2% |
| All | +2,072.5% | +1,154.1% | +918.4% | +1,222.4% |
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