+951.3%
APH vs FTNT
+1,879.8%
-928.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +3.1% | +5.2% | +7.4% |
| 7D | +1.1% | -3.0% | +4.1% | +1.9% |
| 30D | -7.5% | -37.1% | +29.6% | +2.9% |
| 3M | -4.4% | -23.3% | +18.8% | +0.3% |
| 6M | +26.5% | +7.4% | +19.1% | +21.0% |
| YTD | +20.0% | +54.2% | -34.2% | +2.4% |
| 1Y | +16.9% | +49.7% | -32.9% | +0.5% |
| 3Y | +288.5% | +146.6% | +141.9% | +181.1% |
| 5Y | +310.3% | +75.4% | +234.9% | +207.6% |
| 10Y | +951.3% | +1,828.7% | -877.4% | +312.7% |
| All | +951.3% | +1,879.8% | -928.5% | +312.7% |
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