-37.1%
APP vs FTNT
+48.8%
-85.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.1% | +1.7% | +3.9% |
| 7D | +79.2% | -3.0% | +82.1% | +79.6% |
| 30D | +48.0% | -37.1% | +85.1% | +73.4% |
| 3M | +18.2% | -23.3% | +41.5% | +24.9% |
| 6M | -12.5% | +7.4% | -19.9% | -23.7% |
| YTD | -39.2% | +54.2% | -93.4% | -59.5% |
| All | -37.1% | +48.8% | -85.9% | -56.9% |
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