-35.9%
APP vs FTNT
+104.9%
-140.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.3% | +2.2% |
| 7D | +0.9% | -5.8% | +6.7% | +3.3% |
| 30D | -23.3% | -4.8% | -18.5% | -22.0% |
| 3M | -42.6% | +4.4% | -47.1% | -44.3% |
| 6M | -33.6% | +88.8% | -122.4% | -56.0% |
| YTD | -52.4% | +96.8% | -149.2% | -68.7% |
| 1Y | -35.9% | +104.5% | -140.3% | -58.5% |
| All | -35.9% | +104.9% | -140.8% | -58.5% |
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