-21.8%
PATH vs FTNT
+142.5%
-164.2%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.1% | -3.2% | -1.6% |
| 7D | -2.7% | -3.0% | +0.3% | -1.4% |
| 30D | -3.7% | -37.1% | +33.4% | +18.5% |
| 3M | -13.8% | -23.3% | +9.5% | -4.3% |
| 6M | +20.3% | +7.4% | +12.9% | +13.2% |
| YTD | -20.8% | +54.2% | -75.0% | -38.2% |
| 1Y | -9.2% | +49.7% | -59.0% | -28.1% |
| 3Y | -21.8% | +146.6% | -168.3% | -49.6% |
| All | -21.8% | +142.5% | -164.2% | -49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTNT.
Daily Out/Under-Performance
Portfolio return minus FTNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTNT 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 FTNT 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