+7,607.6%
FTNT vs APA
-35.8%
+7,643.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.6% | +0.1% | +3.1% |
| 7D | -1.0% | +5.1% | -6.1% | -1.8% |
| 30D | -33.6% | +0.3% | -33.9% | -33.7% |
| 3M | -20.9% | +15.6% | -36.5% | -23.1% |
| 6M | +11.0% | +28.9% | -17.9% | +5.4% |
| YTD | +61.3% | +96.6% | -35.2% | +40.6% |
| 1Y | +53.1% | +95.5% | -42.4% | +33.3% |
| 3Y | +152.1% | +41.8% | +110.3% | +124.0% |
| 5Y | +90.1% | +85.4% | +4.7% | +55.3% |
| 10Y | +1,910.4% | +4.5% | +1,905.8% | +1,438.4% |
| All | +7,607.6% | -35.8% | +7,643.3% | +6,750.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling