+288.8%
FTNT vs AUR
-36.7%
+325.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.6% | +3.7% | +1.3% |
| 7D | +1.6% | +0.2% | +1.4% | +1.6% |
| 30D | -1.9% | -8.9% | +7.0% | -1.1% |
| 3M | +14.4% | +4.6% | +9.8% | +13.1% |
| 6M | +88.7% | +44.9% | +43.8% | +78.1% |
| YTD | +100.0% | +64.8% | +35.2% | +85.1% |
| 1Y | +99.9% | +16.4% | +83.5% | +92.0% |
| 3Y | +147.9% | +85.1% | +62.8% | +101.8% |
| 5Y | +155.8% | -36.1% | +191.9% | +121.4% |
| All | +288.8% | -36.7% | +325.5% | +240.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling