+244.7%
APLD vs FTNT
+84.4%
+160.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +3.1% | +4.5% | +6.3% |
| 7D | +3.1% | -3.0% | +6.0% | +4.6% |
| 30D | -29.4% | -37.1% | +7.7% | -15.4% |
| 3M | -42.8% | -23.3% | -19.5% | -37.4% |
| 6M | -59.5% | +7.4% | -66.8% | -62.0% |
| YTD | -31.8% | +54.2% | -86.0% | -47.3% |
| 1Y | -46.0% | +49.7% | -95.8% | -57.5% |
| 3Y | +252.0% | +146.6% | +105.4% | +97.4% |
| All | +244.7% | +84.4% | +160.3% | +103.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling