+154.6%
FTNT vs APD
+26.2%
+128.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +1.9% | +1.1% |
| 7D | -2.7% | -2.5% | -0.2% | -2.1% |
| 30D | -1.4% | -1.9% | +0.5% | -0.9% |
| 3M | +10.1% | +8.2% | +1.9% | +7.4% |
| 6M | +88.2% | +10.7% | +77.5% | +81.4% |
| YTD | +98.3% | +22.9% | +75.4% | +84.4% |
| 1Y | +96.0% | +5.8% | +90.2% | +91.2% |
| 3Y | +145.8% | +7.8% | +138.0% | +134.8% |
| 5Y | +154.6% | +26.1% | +128.5% | +111.2% |
| All | +154.6% | +26.2% | +128.4% | +111.2% |
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