+229.3%
APLD vs FTNT
+91.6%
+137.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.8% | -4.0% | -5.0% |
| 7D | +2.7% | +7.1% | -4.4% | 0.0% |
| 30D | -21.4% | -30.9% | +9.5% | -9.4% |
| 3M | -47.8% | -23.1% | -24.7% | -42.9% |
| 6M | -64.9% | +8.1% | -73.0% | -67.1% |
| YTD | -34.9% | +60.2% | -95.1% | -50.4% |
| 1Y | -30.7% | +57.0% | -87.7% | -46.6% |
| 3Y | +305.3% | +152.9% | +152.4% | +125.6% |
| All | +229.3% | +91.6% | +137.7% | +91.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling