+93.3%
FTNT vs AWK
-3.8%
+97.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.2% |
| 7D | +5.7% | -2.6% | +8.3% | +6.0% |
| 30D | -32.1% | +14.2% | -46.3% | -33.1% |
| 3M | -19.5% | +10.0% | -29.5% | -20.3% |
| 6M | +13.8% | +17.1% | -3.3% | +11.4% |
| YTD | +63.1% | +16.1% | +47.0% | +59.4% |
| 1Y | +57.7% | +17.5% | +40.2% | +53.6% |
| 3Y | +154.9% | +29.3% | +125.6% | +126.4% |
| All | +93.3% | -3.8% | +97.0% | +114.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling