+459.6%
APLD vs FTNT
+136.8%
+322.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -4.0% | -4.1% |
| 7D | +9.0% | +1.7% | +7.2% | +8.2% |
| 30D | -6.6% | -4.3% | -2.4% | -5.4% |
| 3M | -35.2% | +13.6% | -48.8% | -39.1% |
| 6M | +0.4% | +87.6% | -87.2% | -26.9% |
| YTD | +10.7% | +98.0% | -87.3% | -21.7% |
| 1Y | +78.6% | +96.9% | -18.4% | +27.0% |
| 3Y | +423.9% | +145.4% | +278.6% | +216.3% |
| All | +459.6% | +136.8% | +322.8% | +201.9% |
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 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