+3,271.8%
APH vs FTNT
+7,435.3%
-4,163.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.7% | -4.5% | -1.7% |
| 7D | +0.4% | -1.0% | +1.4% | +0.7% |
| 30D | -8.0% | -33.6% | +25.6% | +0.6% |
| 3M | -5.0% | -20.9% | +15.9% | -1.1% |
| 6M | +29.9% | +11.0% | +18.9% | +23.9% |
| YTD | +18.0% | +61.3% | -43.3% | +0.9% |
| 1Y | +11.3% | +53.1% | -41.8% | -3.6% |
| 3Y | +274.9% | +152.1% | +122.9% | +178.0% |
| 5Y | +300.6% | +90.1% | +210.5% | +203.5% |
| 10Y | +944.2% | +1,910.4% | -966.1% | +326.6% |
| All | +3,271.8% | +7,435.3% | -4,163.5% | +760.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling