+887.9%
APP vs FTNT
+152.2%
+735.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.8% | +5.7% | +4.6% |
| 7D | +4.6% | +7.1% | -2.5% | +1.9% |
| 30D | +56.0% | -30.9% | +86.9% | +78.0% |
| 3M | +30.8% | -23.1% | +53.9% | +41.0% |
| 6M | -9.8% | +8.1% | -17.9% | -17.4% |
| YTD | -39.3% | +60.2% | -99.5% | -54.5% |
| 1Y | -26.4% | +57.0% | -83.4% | -44.3% |
| 3Y | +887.9% | +152.9% | +735.0% | +505.4% |
| All | +887.9% | +152.2% | +735.7% | +505.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling