+75.4%
FTNT vs APD
+12.1%
+63.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.0% | +1.0% | +2.5% |
| 7D | -3.0% | -1.6% | -1.4% | -2.6% |
| 30D | -37.1% | +10.6% | -47.7% | -38.8% |
| 3M | -23.3% | +2.5% | -25.8% | -23.9% |
| 6M | +7.4% | +6.0% | +1.4% | +5.3% |
| YTD | +54.2% | +28.4% | +25.8% | +41.6% |
| 1Y | +49.7% | +22.2% | +27.6% | +39.5% |
| 3Y | +146.6% | +26.6% | +120.0% | +121.4% |
| 5Y | +75.4% | +11.8% | +63.7% | +54.4% |
| All | +75.4% | +12.1% | +63.3% | +54.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling