+51.8%
FTNT vs BAM
+4.2%
+47.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.2% | -5.2% | +0.2% |
| 7D | -25.7% | +14.2% | -39.9% | -27.2% |
| 30D | -29.7% | +21.0% | -50.7% | -32.2% |
| 3M | -23.1% | +5.2% | -28.3% | -22.9% |
| 6M | +45.0% | +16.0% | +29.0% | +41.0% |
| YTD | +62.9% | +6.5% | +56.5% | +58.9% |
| 1Y | +51.8% | +4.4% | +47.5% | +48.2% |
| All | +51.8% | +4.2% | +47.6% | +48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 1y: compounded portfolio wealth divided by compounded BAM 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…
1y analysis · Full analysis span regression · 6 months rolling