+9,303.7%
FTNT vs APD
+486.4%
+8,817.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +0.9% | +0.4% |
| 7D | -5.8% | -2.2% | -3.6% | -4.9% |
| 30D | -4.8% | +2.1% | -6.9% | -5.8% |
| 3M | +4.4% | +7.2% | -2.8% | +0.4% |
| 6M | +88.8% | +11.2% | +77.5% | +77.2% |
| YTD | +96.8% | +24.4% | +72.4% | +74.0% |
| 1Y | +104.5% | +6.7% | +97.8% | +93.2% |
| 3Y | +156.8% | +9.2% | +147.5% | +130.1% |
| 5Y | +144.1% | +27.4% | +116.7% | +95.9% |
| 10Y | +2,021.8% | +164.8% | +1,856.9% | +928.5% |
| All | +9,303.7% | +486.4% | +8,817.3% | +2,462.7% |
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