+1,947.1%
FTNT vs APA
+7.0%
+1,940.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.0% | -0.8% | +0.9% |
| 7D | +5.7% | +9.6% | -3.9% | +4.4% |
| 30D | -32.1% | -0.2% | -31.9% | -32.1% |
| 3M | -19.5% | +19.8% | -39.3% | -21.6% |
| 6M | +13.8% | +30.1% | -16.3% | +9.2% |
| YTD | +63.1% | +100.4% | -37.3% | +46.1% |
| 1Y | +57.7% | +105.2% | -47.5% | +40.6% |
| 3Y | +154.9% | +44.6% | +110.3% | +131.8% |
| 5Y | +89.3% | +88.8% | +0.5% | +62.0% |
| All | +1,947.1% | +7.0% | +1,940.1% | +1,456.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling