+2,111.2%
FTNT vs BAH
+207.1%
+1,904.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.8% | -3.8% | -0.5% |
| 7D | +1.6% | +2.4% | -0.8% | +0.8% |
| 30D | -1.9% | -2.9% | +1.1% | -1.0% |
| 3M | +14.4% | -1.3% | +15.7% | +14.1% |
| 6M | +88.7% | -0.9% | +89.6% | +87.1% |
| YTD | +100.0% | -8.2% | +108.3% | +101.4% |
| 1Y | +99.9% | -24.0% | +123.8% | +112.9% |
| 3Y | +147.9% | -28.1% | +176.0% | +153.5% |
| 5Y | +155.8% | +2.5% | +153.3% | +119.3% |
| All | +2,111.2% | +207.1% | +1,904.1% | +1,262.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling