+3,878.5%
FTNT vs BAH
+1,079.0%
+2,799.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +1.0% | +1.1% |
| 7D | +5.7% | -2.6% | +8.3% | +6.6% |
| 30D | -32.1% | +20.4% | -52.5% | -36.2% |
| 3M | -19.5% | +11.9% | -31.3% | -22.7% |
| 6M | +13.8% | +17.1% | -3.4% | +6.6% |
| YTD | +63.1% | +5.5% | +57.6% | +56.3% |
| 1Y | +57.7% | +5.6% | +52.1% | +50.5% |
| 3Y | +154.9% | -26.5% | +181.4% | +163.3% |
| 5Y | +89.3% | +6.5% | +82.8% | +66.2% |
| 10Y | +1,933.0% | +203.0% | +1,729.9% | +1,095.8% |
| All | +3,878.5% | +1,079.0% | +2,799.5% | +1,289.9% |
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