+152.7%
FTNT vs AXON
+183.6%
-30.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.2% | +4.1% | +1.4% |
| 7D | -5.8% | -14.2% | +8.3% | -1.1% |
| 30D | -4.8% | -15.4% | +10.6% | -0.4% |
| 3M | +4.4% | +0.5% | +3.9% | +1.6% |
| 6M | +88.8% | -9.5% | +98.3% | +88.2% |
| YTD | +96.8% | -9.2% | +106.0% | +93.2% |
| 1Y | +104.5% | -29.4% | +133.8% | +118.5% |
| 3Y | +156.8% | +139.4% | +17.3% | +47.4% |
| All | +152.7% | +183.6% | -30.8% | +22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling