+51.8%
FTNT vs BAH
+6.2%
+45.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.8% |
| 7D | -25.7% | +5.8% | -31.4% | -26.3% |
| 30D | -29.7% | +28.7% | -58.4% | -32.5% |
| 3M | -23.1% | +20.9% | -44.0% | -25.3% |
| 6M | +45.0% | +15.2% | +29.8% | +42.5% |
| YTD | +62.9% | +7.1% | +55.9% | +59.8% |
| 1Y | +51.8% | +6.4% | +45.4% | +45.5% |
| All | +51.8% | +6.2% | +45.6% | +45.5% |
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