+84.0%
APLD vs FTNT
+104.9%
-20.9%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +4.1% | -5.8% | +9.9% | +5.0% |
| 30D | -11.7% | -4.8% | -6.9% | -10.9% |
| 3M | -40.3% | +4.4% | -44.7% | -40.4% |
| 6M | -8.0% | +88.8% | -96.7% | -20.3% |
| YTD | +7.5% | +96.8% | -89.3% | -10.1% |
| 1Y | +84.0% | +104.5% | -20.4% | +65.2% |
| All | +84.0% | +104.9% | -20.9% | +65.2% |
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 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