+154.6%
FTNT vs APA
+156.3%
-1.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.1% | +0.5% |
| 7D | -2.7% | -1.7% | -1.0% | -2.5% |
| 30D | -1.4% | +15.7% | -17.1% | -3.4% |
| 3M | +10.1% | +16.5% | -6.4% | +7.4% |
| 6M | +88.2% | +35.1% | +53.1% | +78.0% |
| YTD | +98.3% | +82.2% | +16.1% | +78.3% |
| 1Y | +96.0% | +102.5% | -6.5% | +71.9% |
| 3Y | +145.8% | +10.3% | +135.5% | +134.7% |
| 5Y | +154.6% | +166.1% | -11.5% | +108.9% |
| All | +154.6% | +156.3% | -1.7% | +108.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling