+104.5%
FTNT vs BAH
-28.2%
+132.7%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.4% | +0.2% |
| 7D | -5.8% | -3.2% | -2.6% | -5.4% |
| 30D | -4.8% | +2.0% | -6.8% | -5.0% |
| 3M | +4.4% | -7.6% | +12.1% | +6.2% |
| 6M | +88.8% | -5.7% | +94.5% | +90.7% |
| YTD | +96.8% | -11.7% | +108.5% | +99.3% |
| 1Y | +104.5% | -27.4% | +131.8% | +105.5% |
| All | +104.5% | -28.2% | +132.7% | +105.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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