+147.4%
FTNT vs APD
+11.2%
+136.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +0.9% | +0.1% |
| 7D | -5.8% | -2.2% | -3.6% | -5.6% |
| 30D | -4.8% | +2.1% | -6.9% | -5.0% |
| 3M | +4.4% | +7.2% | -2.8% | +3.5% |
| 6M | +88.8% | +11.2% | +77.5% | +85.3% |
| YTD | +96.8% | +24.4% | +72.4% | +89.2% |
| 1Y | +104.5% | +6.7% | +97.8% | +103.2% |
| All | +147.4% | +11.2% | +136.3% | +142.4% |
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