+152.9%
FTNT vs BAH
-26.8%
+179.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.8% |
| 7D | +7.1% | +1.7% | +5.3% | +6.8% |
| 30D | -30.9% | +20.8% | -51.7% | -32.9% |
| 3M | -23.1% | +11.6% | -34.7% | -24.5% |
| 6M | +8.1% | +23.1% | -15.0% | +4.6% |
| YTD | +60.2% | +5.3% | +54.9% | +57.6% |
| 1Y | +57.0% | +6.1% | +50.9% | +53.9% |
| 3Y | +152.9% | -27.5% | +180.4% | +159.4% |
| All | +152.9% | -26.8% | +179.7% | +159.4% |
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