+2,072.5%
FTNT vs AZO
+296.8%
+1,775.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.7% |
| 7D | -0.1% | -3.6% | +3.4% | +0.9% |
| 30D | -3.0% | -5.6% | +2.6% | -1.5% |
| 3M | +7.6% | -6.6% | +14.2% | +9.1% |
| 6M | +87.0% | -22.5% | +109.5% | +99.5% |
| YTD | +96.5% | -15.2% | +111.7% | +103.1% |
| 1Y | +92.9% | -33.9% | +126.9% | +115.2% |
| 3Y | +139.8% | +11.8% | +128.0% | +120.2% |
| 5Y | +151.3% | +85.5% | +65.8% | +95.7% |
| All | +2,072.5% | +296.8% | +1,775.6% | +1,364.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling