+141.6%
FTNT vs AWK
+9.9%
+131.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.1% | -0.2% |
| 7D | +1.7% | +0.6% | +1.1% | +1.9% |
| 30D | -4.3% | +4.3% | -8.5% | -3.3% |
| 3M | +13.6% | +12.5% | +1.1% | +16.9% |
| 6M | +87.6% | +3.3% | +84.3% | +90.1% |
| YTD | +98.0% | +9.8% | +88.2% | +103.8% |
| 1Y | +96.9% | +2.9% | +94.0% | +100.3% |
| All | +141.6% | +9.9% | +131.8% | +151.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling