+9,359.7%
FTNT vs AU
+200.0%
+9,159.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.2% |
| 7D | +1.7% | +0.6% | +1.1% | +1.7% |
| 30D | -4.3% | +12.3% | -16.6% | -5.0% |
| 3M | +13.6% | +29.4% | -15.7% | +11.5% |
| 6M | +87.6% | +3.2% | +84.4% | +86.2% |
| YTD | +98.0% | +31.8% | +66.2% | +93.0% |
| 1Y | +96.9% | +83.4% | +13.5% | +87.7% |
| 3Y | +145.4% | +623.1% | -477.7% | +112.9% |
| 5Y | +153.0% | +700.5% | -547.5% | +115.2% |
| 10Y | +2,098.3% | +717.6% | +1,380.7% | +1,746.7% |
| All | +9,359.7% | +200.0% | +9,159.7% | +9,757.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling