+146.6%
FTNT vs APD
+27.3%
+119.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.0% | +1.0% | +2.9% |
| 7D | -3.0% | -1.6% | -1.4% | -2.8% |
| 30D | -37.1% | +10.6% | -47.7% | -37.7% |
| 3M | -23.3% | +2.5% | -25.8% | -23.5% |
| 6M | +7.4% | +6.0% | +1.4% | +6.7% |
| YTD | +54.2% | +28.4% | +25.8% | +47.8% |
| 1Y | +49.7% | +22.2% | +27.6% | +44.8% |
| 3Y | +146.6% | +26.6% | +120.0% | +144.4% |
| All | +146.6% | +27.3% | +119.3% | +144.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling