+220.6%
APLD vs FTNT
+79.0%
+141.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -3.0% | +12.7% | +11.0% |
| 7D | -12.7% | -12.7% | 0.0% | -7.5% |
| 30D | -34.7% | -37.2% | +2.5% | -21.8% |
| 3M | -46.1% | -25.8% | -20.3% | -40.3% |
| 6M | -64.9% | +32.1% | -97.0% | -70.5% |
| YTD | -36.6% | +49.7% | -86.2% | -50.5% |
| 1Y | -50.0% | +47.6% | -97.5% | -60.5% |
| 3Y | +190.1% | +137.2% | +52.9% | +65.5% |
| All | +220.6% | +79.0% | +141.6% | +91.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling