+4,700.1%
FTNT vs BAH
+886.2%
+3,813.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.4% | +0.4% |
| 7D | -5.8% | -3.2% | -2.6% | -4.8% |
| 30D | -4.8% | +2.0% | -6.8% | -5.5% |
| 3M | +4.4% | -7.6% | +12.1% | +6.4% |
| 6M | +88.8% | -5.7% | +94.5% | +89.9% |
| YTD | +96.8% | -11.7% | +108.5% | +100.6% |
| 1Y | +104.5% | -27.4% | +131.8% | +121.2% |
| 3Y | +156.8% | -32.5% | +189.3% | +171.5% |
| 5Y | +144.1% | -3.3% | +147.4% | +120.5% |
| 10Y | +2,021.8% | +186.0% | +1,835.8% | +1,170.9% |
| All | +4,700.1% | +886.2% | +3,813.8% | +1,684.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling