+104.5%
FTNT vs AU
+100.5%
+4.0%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.1% |
| 7D | -5.8% | -3.6% | -2.2% | -5.6% |
| 30D | -4.8% | +23.9% | -28.7% | -6.1% |
| 3M | +4.4% | +19.1% | -14.7% | +3.1% |
| 6M | +88.8% | -0.2% | +88.9% | +88.0% |
| YTD | +96.8% | +32.5% | +64.4% | +87.3% |
| 1Y | +104.5% | +96.9% | +7.5% | +67.3% |
| All | +104.5% | +100.5% | +4.0% | +67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 1y: compounded portfolio wealth divided by compounded AU 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…
1y analysis · Full analysis span regression · 6 months rolling