+391.7%
APP vs FTNT
+286.8%
+104.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.3% | +2.3% |
| 7D | +0.9% | -5.8% | +6.7% | +4.0% |
| 30D | -23.3% | -4.8% | -18.5% | -21.7% |
| 3M | -42.6% | +4.4% | -47.1% | -44.7% |
| 6M | -33.6% | +88.8% | -122.4% | -55.8% |
| YTD | -52.4% | +96.8% | -149.2% | -68.8% |
| 1Y | -35.9% | +104.5% | -140.3% | -59.1% |
| 3Y | +642.2% | +156.8% | +485.4% | +291.7% |
| 5Y | +311.1% | +144.1% | +167.0% | +99.2% |
| All | +391.7% | +286.8% | +104.9% | +76.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling