+162.8%
FTNT vs AWK
-17.6%
+180.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.2% | -1.6% |
| 7D | -0.1% | -2.1% | +2.0% | +0.1% |
| 30D | -3.0% | +2.1% | -5.0% | -3.2% |
| 3M | +7.6% | +11.4% | -3.8% | +5.8% |
| 6M | +87.0% | +3.9% | +83.0% | +85.6% |
| YTD | +96.5% | +7.7% | +88.8% | +93.6% |
| 1Y | +92.9% | +1.3% | +91.6% | +92.2% |
| 3Y | +139.8% | +7.2% | +132.7% | +129.2% |
| All | +162.8% | -17.6% | +180.4% | +190.9% |
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