+147.4%
FTNT vs AXON
+141.6%
+5.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.2% | +4.1% | +1.1% |
| 7D | -5.8% | -14.2% | +8.3% | -2.0% |
| 30D | -4.8% | -15.4% | +10.6% | -1.1% |
| 3M | +4.4% | +0.5% | +3.9% | +2.2% |
| 6M | +88.8% | -9.5% | +98.3% | +88.2% |
| YTD | +96.8% | -9.2% | +106.0% | +93.9% |
| 1Y | +104.5% | -29.4% | +133.8% | +116.4% |
| All | +147.4% | +141.6% | +5.8% | +52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AXON.
Daily Out/Under-Performance
Portfolio return minus AXON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXON 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 AXON 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