+292.6%
APP vs FTNT
+72.2%
+220.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -3.0% | +12.9% | +11.4% |
| 7D | +71.2% | -12.7% | +83.9% | +81.8% |
| 30D | +39.1% | -37.2% | +76.3% | +73.0% |
| 3M | +16.5% | -25.8% | +42.3% | +30.3% |
| 6M | -16.6% | +32.1% | -48.7% | -34.8% |
| YTD | -41.9% | +49.7% | -91.6% | -57.7% |
| 1Y | -37.0% | +47.6% | -84.6% | -53.7% |
| 3Y | +892.4% | +137.2% | +755.2% | +418.2% |
| All | +292.6% | +72.2% | +220.4% | +126.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling