+92.9%
FTNT vs UMAC
+129.0%
-36.1%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.7% | -1.6% |
| 7D | -0.1% | -3.4% | +3.3% | 0.0% |
| 30D | -3.0% | -15.1% | +12.1% | -2.5% |
| 3M | +7.6% | -10.8% | +18.4% | +7.6% |
| 6M | +87.0% | +15.7% | +71.3% | +84.3% |
| YTD | +96.5% | +80.1% | +16.4% | +87.4% |
| 1Y | +92.9% | +116.7% | -23.8% | +78.1% |
| All | +92.9% | +129.0% | -36.1% | +78.1% |
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