+104.5%
FTNT vs AZO
-28.9%
+133.3%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.6% | 0.0% |
| 7D | -5.8% | +0.7% | -6.6% | -5.8% |
| 30D | -4.8% | -2.7% | -2.1% | -4.9% |
| 3M | +4.4% | -3.2% | +7.6% | +4.4% |
| 6M | +88.8% | -19.7% | +108.5% | +89.1% |
| YTD | +96.8% | -12.0% | +108.9% | +95.9% |
| 1Y | +104.5% | -29.5% | +134.0% | +103.9% |
| All | +104.5% | -28.9% | +133.3% | +103.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 1y: compounded portfolio wealth divided by compounded AZO 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…
1y analysis · Full analysis span regression · 6 months rolling