-46.5%
APLD vs FTNT
+49.6%
-96.1%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.0% | -7.7% | -6.9% |
| 7D | -18.5% | -25.7% | +7.1% | -14.2% |
| 30D | -32.8% | -29.7% | -3.0% | -28.5% |
| 3M | -46.9% | -23.1% | -23.8% | -43.9% |
| 6M | -53.4% | +45.0% | -98.4% | -56.8% |
| YTD | -32.3% | +62.9% | -95.2% | -44.2% |
| 1Y | -46.5% | +51.8% | -98.4% | -51.9% |
| All | -46.5% | +49.6% | -96.1% | -51.9% |
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