+2,098.3%
FTNT vs APD
+162.9%
+1,935.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.7% | +0.2% |
| 7D | +1.7% | -4.6% | +6.3% | +3.6% |
| 30D | -4.3% | -4.2% | -0.1% | -2.7% |
| 3M | +13.6% | +5.0% | +8.6% | +10.9% |
| 6M | +87.6% | +8.9% | +78.6% | +79.3% |
| YTD | +98.0% | +21.9% | +76.1% | +79.8% |
| 1Y | +96.9% | +5.6% | +91.4% | +88.9% |
| 3Y | +145.4% | +6.9% | +138.5% | +126.9% |
| 5Y | +153.0% | +25.3% | +127.6% | +110.2% |
| 10Y | +2,098.3% | +169.1% | +1,929.2% | +1,078.3% |
| All | +2,098.3% | +162.9% | +1,935.4% | +1,078.3% |
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