+63.1%
FTNT vs AAOX
-89.3%
+152.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -15.0% | +16.0% | +1.3% |
| 7D | -25.7% | -50.3% | +24.6% | -24.8% |
| 30D | -29.7% | -79.8% | +50.1% | -28.6% |
| 3M | -23.1% | -85.9% | +62.8% | -21.7% |
| 6M | +45.0% | -95.7% | +140.7% | +48.0% |
| All | +63.1% | -89.3% | +152.4% | +69.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AAOX.
Daily Out/Under-Performance
Portfolio return minus AAOX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAOX 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 1y: compounded portfolio wealth divided by compounded AAOX 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…
1y analysis · Full analysis span regression · 6 months rolling