+123.1%
FTNT vs BAM
+88.1%
+35.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.3% |
| 7D | -3.5% | +5.0% | -8.5% | -5.1% |
| 30D | -36.5% | +16.6% | -53.1% | -40.1% |
| 3M | -24.7% | +2.2% | -27.0% | -25.6% |
| 6M | +8.3% | +9.7% | -1.3% | +4.0% |
| YTD | +55.6% | +5.2% | +50.4% | +50.8% |
| 1Y | +50.2% | +3.9% | +46.3% | +46.0% |
| 3Y | +143.2% | +91.5% | +51.6% | +100.2% |
| All | +123.1% | +88.1% | +35.0% | +83.1% |
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