+291.1%
APH vs FTNT
+152.6%
+138.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +5.0% | -5.8% | +10.8% | +6.0% |
| 30D | -3.9% | -4.8% | +0.9% | -3.3% |
| 3M | +13.0% | +4.4% | +8.5% | +11.7% |
| 6M | +25.2% | +88.8% | -63.6% | +9.4% |
| YTD | +22.9% | +96.8% | -73.9% | +6.1% |
| 1Y | +47.8% | +104.5% | -56.6% | +26.3% |
| All | +291.1% | +152.6% | +138.5% | +237.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling