+98.5%
FTNT vs AAOX
-52.8%
+151.3%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +11.2% | -10.4% | +0.7% |
| 7D | -2.7% | +15.2% | -17.9% | -2.8% |
| 30D | -1.4% | -40.3% | +39.0% | -1.2% |
| 3M | +10.1% | -81.2% | +91.2% | +9.1% |
| All | +98.5% | -52.8% | +151.3% | +103.1% |
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 all: 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…
all analysis · Full analysis span regression · Available span rolling