+144.1%
FTNT vs AON
-5.9%
+150.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.9% |
| 7D | +1.6% | -5.9% | +7.5% | +2.4% |
| 30D | -1.9% | -13.7% | +11.8% | +0.1% |
| 3M | +14.4% | -8.3% | +22.7% | +14.7% |
| 6M | +88.7% | -3.6% | +92.3% | +86.8% |
| YTD | +100.0% | -12.4% | +112.4% | +101.6% |
| 1Y | +99.9% | -14.6% | +114.5% | +102.3% |
| All | +144.1% | -5.9% | +150.0% | +144.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 3y: compounded portfolio wealth divided by compounded AON 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…
3y analysis · Full analysis span regression · 6 months rolling