+1,472.1%
AXTI vs FTNT
+2,095.7%
-623.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.9% |
| 7D | +5.1% | -0.1% | +5.2% | +5.1% |
| 30D | -17.5% | -3.0% | -14.5% | -16.6% |
| 3M | -26.7% | +7.6% | -34.3% | -29.0% |
| 6M | +36.8% | +87.0% | -50.2% | +3.8% |
| YTD | +296.1% | +96.5% | +199.6% | +194.2% |
| 1Y | +1,810.6% | +92.9% | +1,717.7% | +1,338.1% |
| 3Y | +2,587.6% | +139.8% | +2,447.7% | +1,671.4% |
| 5Y | +601.7% | +151.3% | +450.4% | +311.9% |
| All | +1,472.1% | +2,095.7% | -623.6% | +261.9% |
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