+16.5%
APH vs FTNT
+56.2%
-39.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | 0.0% | -1.7% |
| 7D | +4.9% | +7.1% | -2.2% | +4.7% |
| 30D | -5.4% | -30.9% | +25.5% | -5.3% |
| 3M | -5.5% | -23.1% | +17.6% | -5.0% |
| 6M | +25.9% | +8.1% | +17.8% | +27.5% |
| YTD | +16.4% | +60.2% | -43.8% | +16.3% |
| 1Y | +16.5% | +57.0% | -40.5% | +17.1% |
| All | +16.5% | +56.2% | -39.7% | +17.1% |
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