+2,072.5%
FTNT vs APTV
-16.1%
+2,088.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.4% | -1.6% |
| 7D | -0.1% | -5.0% | +4.9% | +1.4% |
| 30D | -3.0% | -6.1% | +3.1% | -1.3% |
| 3M | +7.6% | -33.0% | +40.6% | +20.5% |
| 6M | +87.0% | -35.2% | +122.2% | +109.4% |
| YTD | +96.5% | -40.1% | +136.7% | +124.8% |
| 1Y | +92.9% | -45.6% | +138.5% | +127.4% |
| 3Y | +139.8% | -54.4% | +194.2% | +187.7% |
| 5Y | +151.3% | -68.9% | +220.2% | +236.0% |
| All | +2,072.5% | -16.1% | +2,088.6% | +2,047.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 10y: compounded portfolio wealth divided by compounded APTV 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…
10y analysis · Full analysis span regression · 6 months rolling