+7,268.8%
FTNT vs APD
+505.5%
+6,763.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.0% | +1.0% | +2.1% |
| 7D | -3.0% | -1.6% | -1.4% | -2.2% |
| 30D | -37.1% | +10.6% | -47.7% | -40.1% |
| 3M | -23.3% | +2.5% | -25.8% | -24.5% |
| 6M | +7.4% | +6.0% | +1.4% | +3.3% |
| YTD | +54.2% | +28.4% | +25.8% | +33.8% |
| 1Y | +49.7% | +22.2% | +27.6% | +32.7% |
| 3Y | +146.6% | +26.6% | +120.0% | +105.2% |
| 5Y | +75.4% | +11.8% | +63.7% | +51.8% |
| 10Y | +1,828.7% | +187.8% | +1,640.9% | +789.3% |
| All | +7,268.8% | +505.5% | +6,763.4% | +1,870.9% |
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