+1,278.0%
AAPL vs FTNT
+2,095.7%
-817.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.5% | +2.3% |
| 7D | +3.8% | -0.1% | +4.0% | +3.9% |
| 30D | +9.9% | -3.0% | +12.9% | +10.4% |
| 3M | +12.5% | +7.6% | +4.9% | +8.7% |
| 6M | +27.6% | +87.0% | -59.3% | +1.9% |
| YTD | +22.6% | +96.5% | -74.0% | -4.2% |
| 1Y | +45.0% | +92.9% | -48.0% | +13.6% |
| 3Y | +87.8% | +139.8% | -52.1% | +28.5% |
| 5Y | +128.7% | +151.3% | -22.7% | +42.2% |
| All | +1,278.0% | +2,095.7% | -817.7% | +298.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FTNT.
Daily Out/Under-Performance
Portfolio return minus FTNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTNT 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 FTNT 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