+51.8%
FTNT vs AWK
+20.7%
+31.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | +2.0% |
| 7D | -25.7% | +7.0% | -32.7% | -23.3% |
| 30D | -29.7% | +17.0% | -46.8% | -25.1% |
| 3M | -23.1% | +12.4% | -35.5% | -19.0% |
| 6M | +45.0% | +19.6% | +25.4% | +56.5% |
| YTD | +62.9% | +17.0% | +45.9% | +78.1% |
| 1Y | +51.8% | +20.0% | +31.8% | +63.4% |
| All | +51.8% | +20.7% | +31.2% | +63.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 AWK 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