+520.8%
APP vs FTNT
+217.0%
+303.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.7% | -1.3% | +0.5% |
| 7D | +48.9% | -1.0% | +49.9% | +48.4% |
| 30D | +49.4% | -33.6% | +83.0% | +80.9% |
| 3M | +27.0% | -20.9% | +47.9% | +37.6% |
| 6M | -15.4% | +11.0% | -26.4% | -25.3% |
| YTD | -39.9% | +61.3% | -101.2% | -57.8% |
| 1Y | -32.0% | +53.1% | -85.1% | -50.7% |
| 3Y | +824.3% | +152.1% | +672.3% | +370.3% |
| 5Y | +252.4% | +90.1% | +162.3% | +90.3% |
| All | +520.8% | +217.0% | +303.8% | +139.5% |
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