-81.1%
PATH vs FTNT
+202.1%
-283.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -5.3% | +1.6% | -0.7% |
| 7D | -5.6% | -11.9% | +6.3% | +1.2% |
| 30D | -0.7% | -35.9% | +35.3% | +25.0% |
| 3M | -5.9% | -25.4% | +19.5% | +8.0% |
| 6M | +21.6% | +36.2% | -14.7% | -2.8% |
| YTD | -20.6% | +54.3% | -74.9% | -40.9% |
| 1Y | -10.6% | +42.5% | -53.1% | -30.3% |
| 3Y | -24.9% | +142.7% | -167.6% | -60.0% |
| 5Y | -76.8% | +79.5% | -156.4% | -86.5% |
| All | -81.1% | +202.1% | -283.3% | -92.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling