-78.0%
PATH vs FTNT
+285.4%
-363.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | 0.0% | -16.6% | -16.6% |
| 7D | -16.3% | -5.8% | -10.5% | -13.4% |
| 30D | +9.9% | -4.8% | +14.7% | +12.9% |
| 3M | +30.2% | +4.4% | +25.7% | +26.6% |
| 6M | +37.2% | +88.8% | -51.6% | -6.3% |
| YTD | -7.3% | +96.8% | -104.1% | -38.3% |
| 1Y | +40.0% | +104.5% | -64.5% | -8.4% |
| 3Y | -4.4% | +156.8% | -161.2% | -48.9% |
| 5Y | -76.0% | +144.1% | -220.1% | -87.9% |
| All | -78.0% | +285.4% | -363.4% | -92.1% |
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