+104.5%
FTNT vs UMAC
+164.0%
-59.5%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.0% | +0.1% |
| 7D | -5.8% | -0.9% | -4.9% | -5.8% |
| 30D | -4.8% | -7.7% | +2.9% | -4.6% |
| 3M | +4.4% | -26.4% | +30.9% | +5.0% |
| 6M | +88.8% | +61.9% | +26.9% | +83.4% |
| YTD | +96.8% | +86.5% | +10.3% | +86.9% |
| 1Y | +104.5% | +156.3% | -51.8% | +82.3% |
| All | +104.5% | +164.0% | -59.5% | +82.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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