+1,910.4%
FTNT vs APD
+191.9%
+1,718.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | +7.1% | +3.8% | +3.2% | +5.6% |
| 30D | -30.9% | +8.2% | -39.1% | -33.0% |
| 3M | -23.1% | +4.3% | -27.4% | -24.6% |
| 6M | +8.1% | +4.7% | +3.4% | +5.3% |
| YTD | +60.2% | +31.5% | +28.7% | +40.9% |
| 1Y | +57.0% | +23.5% | +33.5% | +41.5% |
| 3Y | +152.9% | +29.1% | +123.8% | +115.5% |
| 5Y | +85.9% | +15.9% | +70.0% | +62.2% |
| All | +1,910.4% | +191.9% | +1,718.5% | +880.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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