+104.5%
FTNT vs APA
+94.6%
+9.8%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.1% | -0.3% |
| 7D | -5.8% | +0.5% | -6.4% | -5.8% |
| 30D | -4.8% | +23.4% | -28.2% | -3.4% |
| 3M | +4.4% | +12.7% | -8.3% | +5.5% |
| 6M | +88.8% | +39.4% | +49.4% | +91.7% |
| YTD | +96.8% | +79.0% | +17.9% | +103.8% |
| 1Y | +104.5% | +88.8% | +15.6% | +117.1% |
| All | +104.5% | +94.6% | +9.8% | +117.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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