+9,303.7%
FTNT vs AWK
+866.2%
+8,437.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -5.8% | +1.7% | -7.6% | -6.3% |
| 30D | -4.8% | +5.6% | -10.3% | -6.4% |
| 3M | +4.4% | +15.9% | -11.4% | -0.5% |
| 6M | +88.8% | +4.6% | +84.2% | +84.9% |
| YTD | +96.8% | +10.1% | +86.8% | +89.1% |
| 1Y | +104.5% | +2.1% | +102.4% | +100.7% |
| 3Y | +156.8% | +9.8% | +146.9% | +137.4% |
| 5Y | +144.1% | -15.4% | +159.4% | +148.5% |
| 10Y | +2,021.8% | +129.4% | +1,892.4% | +1,283.1% |
| All | +9,303.7% | +866.2% | +8,437.6% | +2,401.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling