+282.0%
FTNT vs AUR
-35.7%
+317.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.3% | -1.9% |
| 7D | -0.1% | +1.4% | -1.6% | -0.3% |
| 30D | -3.0% | -6.4% | +3.4% | -2.5% |
| 3M | +7.6% | +7.7% | -0.1% | +6.1% |
| 6M | +87.0% | +44.5% | +42.5% | +76.5% |
| YTD | +96.5% | +67.4% | +29.1% | +81.5% |
| 1Y | +92.9% | +15.4% | +77.5% | +85.5% |
| 3Y | +139.8% | +94.8% | +45.0% | +93.8% |
| 5Y | +151.3% | -35.1% | +186.4% | +117.2% |
| All | +282.0% | -35.7% | +317.7% | +233.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 10y: compounded portfolio wealth divided by compounded AUR 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…
10y analysis · Full analysis span regression · 6 months rolling