+186.8%
FTNT vs BAM
+66.1%
+120.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.4% |
| 7D | +1.6% | -6.1% | +7.7% | +3.9% |
| 30D | -1.9% | -13.8% | +12.0% | +3.6% |
| 3M | +14.4% | +4.4% | +10.0% | +12.2% |
| 6M | +88.7% | +6.4% | +82.2% | +82.9% |
| YTD | +100.0% | -7.1% | +107.1% | +103.2% |
| 1Y | +99.9% | -11.8% | +111.7% | +106.7% |
| 3Y | +147.9% | +50.2% | +97.8% | +122.1% |
| All | +186.8% | +66.1% | +120.7% | +146.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling