+92.9%
FTNT vs AU
+72.0%
+21.0%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -1.8% |
| 7D | -0.1% | -4.3% | +4.1% | +0.1% |
| 30D | -3.0% | +7.3% | -10.3% | -3.3% |
| 3M | +7.6% | +26.3% | -18.7% | +5.8% |
| 6M | +87.0% | +1.8% | +85.2% | +85.7% |
| YTD | +96.5% | +26.8% | +69.7% | +88.1% |
| 1Y | +92.9% | +66.7% | +26.3% | +71.6% |
| All | +92.9% | +72.0% | +21.0% | +71.6% |
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