+7,335.0%
FTNT vs APD
+511.7%
+6,823.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.7% |
| 7D | -3.5% | -0.2% | -3.3% | -3.4% |
| 30D | -36.5% | +11.0% | -47.6% | -39.7% |
| 3M | -24.7% | +2.0% | -26.7% | -25.8% |
| 6M | +8.3% | +7.1% | +1.3% | +3.7% |
| YTD | +55.6% | +29.8% | +25.8% | +34.4% |
| 1Y | +50.2% | +24.0% | +26.1% | +32.2% |
| 3Y | +143.2% | +27.2% | +116.0% | +102.1% |
| 5Y | +85.5% | +12.8% | +72.7% | +59.8% |
| 10Y | +1,868.3% | +185.0% | +1,683.3% | +815.0% |
| All | +7,335.0% | +511.7% | +6,823.3% | +1,879.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling