+403.2%
APLD vs FTNT
+152.6%
+250.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +4.1% | -5.8% | +9.9% | +5.6% |
| 30D | -11.7% | -4.8% | -6.9% | -10.8% |
| 3M | -40.3% | +4.4% | -44.7% | -41.1% |
| 6M | -8.0% | +88.8% | -96.7% | -24.0% |
| YTD | +7.5% | +96.8% | -89.3% | -12.5% |
| 1Y | +84.0% | +104.5% | -20.4% | +48.5% |
| All | +403.2% | +152.6% | +250.7% | +353.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling