+282.2%
APH vs FTNT
+72.2%
+209.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -3.0% | +7.1% | +4.7% |
| 7D | -5.9% | -12.7% | +6.7% | -3.3% |
| 30D | -14.8% | -37.2% | +22.4% | -6.8% |
| 3M | -12.4% | -25.8% | +13.4% | -8.1% |
| 6M | +8.1% | +32.1% | -24.1% | -2.1% |
| YTD | +10.9% | +49.7% | -38.7% | -3.3% |
| 1Y | +8.8% | +47.6% | -38.8% | -4.9% |
| 3Y | +262.1% | +137.2% | +124.9% | +174.0% |
| All | +282.2% | +72.2% | +209.9% | +192.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling