+92.9%
FTNT vs AWK
+1.9%
+91.0%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.2% | -2.3% |
| 7D | -0.1% | -2.1% | +2.0% | -0.9% |
| 30D | -3.0% | +2.1% | -5.0% | -2.2% |
| 3M | +7.6% | +11.4% | -3.8% | +11.4% |
| 6M | +87.0% | +3.9% | +83.0% | +90.9% |
| YTD | +96.5% | +7.7% | +88.8% | +104.6% |
| 1Y | +92.9% | +1.3% | +91.6% | +97.9% |
| All | +92.9% | +1.9% | +91.0% | +97.9% |
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