+527.5%
APP vs FTNT
+214.9%
+312.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.8% | +5.7% | +4.8% |
| 7D | +4.6% | +7.1% | -2.5% | +0.9% |
| 30D | +56.0% | -30.9% | +86.9% | +84.5% |
| 3M | +30.8% | -23.1% | +53.9% | +43.8% |
| 6M | -9.8% | +8.1% | -17.9% | -19.0% |
| YTD | -39.3% | +60.2% | -99.5% | -57.2% |
| 1Y | -26.4% | +57.0% | -83.4% | -47.5% |
| 3Y | +887.9% | +152.9% | +735.0% | +400.5% |
| 5Y | +264.1% | +85.9% | +178.2% | +99.1% |
| All | +527.5% | +214.9% | +312.6% | +142.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling