+153.0%
FTNT vs ATI
+1,086.3%
-933.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | +1.7% | +2.4% | -0.7% | +1.3% |
| 30D | -4.3% | -9.5% | +5.2% | -2.5% |
| 3M | +13.6% | +10.4% | +3.2% | +11.1% |
| 6M | +87.6% | +31.8% | +55.8% | +76.0% |
| YTD | +98.0% | +80.0% | +18.0% | +73.0% |
| 1Y | +96.9% | +175.8% | -78.9% | +55.9% |
| 3Y | +145.4% | +364.2% | -218.9% | +68.6% |
| 5Y | +153.0% | +1,076.9% | -923.9% | +45.4% |
| All | +153.0% | +1,086.3% | -933.4% | +45.4% |
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 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