+7,694.2%
FTNT vs AWK
+919.5%
+6,774.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.3% |
| 7D | +5.7% | -2.6% | +8.3% | +6.5% |
| 30D | -32.1% | +14.2% | -46.3% | -34.8% |
| 3M | -19.5% | +10.0% | -29.5% | -22.0% |
| 6M | +13.8% | +17.1% | -3.3% | +7.7% |
| YTD | +63.1% | +16.1% | +47.0% | +53.8% |
| 1Y | +57.7% | +17.5% | +40.2% | +48.0% |
| 3Y | +154.9% | +29.3% | +125.6% | +122.0% |
| 5Y | +89.3% | -3.5% | +92.8% | +84.0% |
| 10Y | +1,933.0% | +152.7% | +1,780.3% | +1,177.1% |
| All | +7,694.2% | +919.5% | +6,774.7% | +1,934.5% |
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