+416.0%
AAOI vs FTNT
+2,095.7%
-1,679.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.8% | +3.8% | +2.7% |
| 7D | -0.2% | -0.1% | 0.0% | -0.1% |
| 30D | -23.7% | -3.0% | -20.7% | -23.3% |
| 3M | -39.0% | +7.6% | -46.6% | -41.0% |
| 6M | -17.0% | +87.0% | -104.0% | -37.6% |
| YTD | +202.2% | +96.5% | +105.7% | +121.5% |
| 1Y | +292.4% | +92.9% | +199.5% | +192.4% |
| 3Y | +804.4% | +139.8% | +664.5% | +549.8% |
| 5Y | +1,318.0% | +151.3% | +1,166.7% | +765.1% |
| All | +416.0% | +2,095.7% | -1,679.7% | +21.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling