+145.8%
FTNT vs BAH
-32.1%
+177.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +0.9% |
| 7D | -2.7% | -4.3% | +1.6% | -2.1% |
| 30D | -1.4% | -4.5% | +3.1% | -0.7% |
| 3M | +10.1% | -7.6% | +17.7% | +11.4% |
| 6M | +88.2% | -10.6% | +98.8% | +90.9% |
| YTD | +98.3% | -12.6% | +110.9% | +100.8% |
| 1Y | +96.0% | -27.0% | +122.9% | +102.8% |
| 3Y | +145.8% | -31.5% | +177.3% | +142.7% |
| All | +145.8% | -32.1% | +177.9% | +142.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling