+154.7%
FTNT vs APA
+40.8%
+113.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.6% | +0.1% | +3.5% |
| 7D | -1.0% | +5.1% | -6.1% | -1.3% |
| 30D | -33.6% | +0.3% | -33.9% | -33.6% |
| 3M | -20.9% | +15.6% | -36.5% | -21.5% |
| 6M | +11.0% | +28.9% | -17.9% | +9.4% |
| YTD | +61.3% | +96.6% | -35.2% | +52.9% |
| 1Y | +53.1% | +95.5% | -42.4% | +45.1% |
| All | +154.7% | +40.8% | +113.8% | +138.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling