+2,072.5%
FTNT vs AWK
+132.0%
+1,940.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.2% | -1.4% |
| 7D | -0.1% | -2.1% | +2.0% | +0.3% |
| 30D | -3.0% | +2.1% | -5.0% | -3.5% |
| 3M | +7.6% | +11.4% | -3.8% | +4.6% |
| 6M | +87.0% | +3.9% | +83.0% | +84.4% |
| YTD | +96.5% | +7.7% | +88.8% | +91.5% |
| 1Y | +92.9% | +1.3% | +91.6% | +90.6% |
| 3Y | +139.8% | +7.2% | +132.7% | +126.2% |
| 5Y | +151.3% | -17.0% | +168.3% | +157.5% |
| All | +2,072.5% | +132.0% | +1,940.5% | +1,580.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling