+114.6%
FTNT vs BAM
+86.2%
+28.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -3.9% | -3.3% |
| 7D | -12.7% | +9.7% | -22.4% | -15.5% |
| 30D | -37.2% | +19.0% | -56.2% | -41.1% |
| 3M | -25.8% | +0.6% | -26.3% | -26.2% |
| 6M | +32.1% | +11.1% | +21.0% | +26.2% |
| YTD | +49.7% | +4.2% | +45.5% | +45.5% |
| 1Y | +47.6% | +3.3% | +44.2% | +43.6% |
| 3Y | +137.2% | +88.8% | +48.4% | +96.2% |
| All | +114.6% | +86.2% | +28.4% | +76.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling