-26.3%
APH vs FTNT
+104.9%
-131.3%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -8.6% | -39.2% | -45.3% |
| 7D | -48.7% | -9.5% | -39.2% | -46.2% |
| 30D | -51.9% | -4.8% | -47.2% | -49.7% |
| 3M | -43.6% | +4.4% | -48.0% | -41.0% |
| 6M | -37.5% | +88.8% | -126.3% | -36.7% |
| YTD | -38.6% | +96.8% | -135.5% | -38.4% |
| 1Y | -26.3% | +104.5% | -130.8% | -23.9% |
| All | -26.3% | +104.9% | -131.3% | -23.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling