+11.0%
FTNT vs APA
+28.9%
-17.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.6% | +0.1% | +3.4% |
| 7D | -1.0% | +5.1% | -6.1% | -1.3% |
| 30D | -33.6% | +0.3% | -33.9% | -33.2% |
| 3M | -20.9% | +15.6% | -36.5% | -20.9% |
| 6M | +11.0% | +28.9% | -17.9% | +12.0% |
| All | +11.0% | +28.9% | -17.9% | +12.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling