+137.2%
FTNT vs BAM
+85.9%
+51.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -3.9% | -3.3% |
| 7D | -12.7% | +9.7% | -22.4% | -15.6% |
| 30D | -37.2% | +19.0% | -56.2% | -41.3% |
| 3M | -25.8% | +0.6% | -26.3% | -26.1% |
| 6M | +32.1% | +11.1% | +21.0% | +25.9% |
| YTD | +49.7% | +4.2% | +45.5% | +45.4% |
| 1Y | +47.6% | +3.3% | +44.2% | +43.6% |
| 3Y | +137.2% | +88.8% | +48.4% | +109.0% |
| All | +137.2% | +85.9% | +51.3% | +109.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling