+87.2%
FTNT vs ATI
+979.0%
-891.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.6% | +1.0% | +3.2% |
| 7D | -1.0% | +4.7% | -5.7% | -1.8% |
| 30D | -33.6% | -0.2% | -33.4% | -33.8% |
| 3M | -20.9% | -18.5% | -2.4% | -18.3% |
| 6M | +11.0% | +16.4% | -5.4% | +6.6% |
| YTD | +61.3% | +63.4% | -2.1% | +42.1% |
| 1Y | +53.1% | +91.5% | -38.4% | +30.0% |
| 3Y | +152.1% | +329.2% | -177.2% | +72.1% |
| All | +87.2% | +979.0% | -891.8% | +4.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling