+145.8%
FTNT vs ATI
+361.7%
-216.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.3% | +1.0% |
| 7D | -2.7% | +3.2% | -5.9% | -3.3% |
| 30D | -1.4% | -9.0% | +7.6% | +0.2% |
| 3M | +10.1% | +15.1% | -5.0% | +6.8% |
| 6M | +88.2% | +38.1% | +50.1% | +74.9% |
| YTD | +98.3% | +80.7% | +17.6% | +72.2% |
| 1Y | +96.0% | +167.5% | -71.6% | +53.8% |
| 3Y | +145.8% | +366.0% | -220.2% | +69.2% |
| All | +145.8% | +361.7% | -216.0% | +69.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling