+7,554.6%
FTNT vs ATI
+502.5%
+7,052.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.7% | +1.9% | -1.1% |
| 7D | +7.1% | +4.2% | +2.9% | +6.2% |
| 30D | -30.9% | -2.5% | -28.3% | -30.9% |
| 3M | -23.1% | -19.4% | -3.7% | -20.4% |
| 6M | +8.1% | +11.1% | -3.0% | +4.4% |
| YTD | +60.2% | +59.5% | +0.7% | +42.1% |
| 1Y | +57.0% | +85.8% | -28.8% | +34.8% |
| 3Y | +152.9% | +311.9% | -159.0% | +79.1% |
| 5Y | +85.9% | +963.2% | -877.3% | +5.4% |
| 10Y | +1,896.5% | +977.6% | +918.9% | +869.2% |
| All | +7,554.6% | +502.5% | +7,052.1% | +3,910.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling