+9,457.8%
FTNT vs AZO
+1,915.4%
+7,542.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.1% | +1.4% |
| 7D | +1.6% | -2.9% | +4.5% | +2.7% |
| 30D | -1.9% | -5.3% | +3.4% | -0.1% |
| 3M | +14.4% | -7.3% | +21.7% | +16.7% |
| 6M | +88.7% | -22.7% | +111.3% | +104.5% |
| YTD | +100.0% | -15.0% | +115.1% | +108.2% |
| 1Y | +99.9% | -32.2% | +132.1% | +126.1% |
| 3Y | +147.9% | +10.0% | +137.9% | +125.3% |
| 5Y | +155.8% | +85.8% | +70.0% | +86.1% |
| 10Y | +2,121.1% | +298.9% | +1,822.2% | +1,021.3% |
| All | +9,457.8% | +1,915.4% | +7,542.3% | +2,041.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling