-32.7%
APP vs FTNT
+55.4%
-88.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.1% | -3.9% | -3.1% |
| 7D | +10.6% | +5.7% | +4.8% | +8.7% |
| 30D | +44.6% | -32.1% | +76.7% | +65.4% |
| 3M | +29.6% | -19.5% | +49.1% | +35.3% |
| 6M | -19.8% | +13.8% | -33.5% | -31.5% |
| YTD | -41.6% | +63.1% | -104.7% | -62.1% |
| 1Y | -32.7% | +57.7% | -90.4% | -54.9% |
| All | -32.7% | +55.4% | -88.1% | -54.9% |
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