+103.5%
APLD vs FTNT
+98.9%
+4.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.8% | +6.6% | +7.2% |
| 7D | +16.6% | -2.7% | +19.3% | +17.0% |
| 30D | -3.1% | -1.4% | -1.8% | -2.8% |
| 3M | -30.9% | +10.1% | -40.9% | -31.6% |
| 6M | +12.6% | +88.2% | -75.6% | -2.9% |
| YTD | +15.5% | +98.3% | -82.8% | -5.0% |
| 1Y | +103.5% | +96.0% | +7.6% | +72.3% |
| All | +103.5% | +98.9% | +4.6% | +72.3% |
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