+378.5%
APP vs FTNT
+289.7%
+88.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.4% | -3.1% |
| 7D | +0.1% | -2.7% | +2.8% | +1.4% |
| 30D | -10.0% | -1.4% | -8.7% | -10.3% |
| 3M | -44.6% | +10.1% | -54.7% | -48.2% |
| 6M | -37.9% | +88.2% | -126.1% | -58.6% |
| YTD | -53.7% | +98.3% | -152.0% | -69.8% |
| 1Y | -43.0% | +96.0% | -138.9% | -62.7% |
| 3Y | +640.8% | +145.8% | +495.0% | +303.3% |
| 5Y | +358.8% | +154.6% | +204.2% | +118.2% |
| All | +378.5% | +289.7% | +88.8% | +71.4% |
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 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