+154.6%
FTNT vs BAH
-2.8%
+157.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.0% |
| 7D | -2.7% | -4.3% | +1.6% | -1.7% |
| 30D | -1.4% | -4.5% | +3.1% | -0.4% |
| 3M | +10.1% | -7.6% | +17.7% | +11.8% |
| 6M | +88.2% | -10.6% | +98.8% | +92.0% |
| YTD | +98.3% | -12.6% | +110.9% | +101.8% |
| 1Y | +96.0% | -27.0% | +122.9% | +107.4% |
| 3Y | +145.8% | -31.5% | +177.3% | +147.1% |
| 5Y | +154.6% | -3.8% | +158.5% | +104.3% |
| All | +154.6% | -2.8% | +157.5% | +104.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling