+155.8%
FTNT vs APTV
-69.7%
+225.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.7% | -1.6% | +0.2% |
| 7D | +1.6% | -1.8% | +3.4% | +2.1% |
| 30D | -1.9% | -7.9% | +6.0% | +0.5% |
| 3M | +14.4% | -29.9% | +44.3% | +27.1% |
| 6M | +88.7% | -36.6% | +125.2% | +114.8% |
| YTD | +100.0% | -40.0% | +140.0% | +131.1% |
| 1Y | +99.9% | -44.0% | +143.9% | +136.5% |
| 3Y | +147.9% | -54.5% | +202.5% | +208.7% |
| 5Y | +155.8% | -68.8% | +224.6% | +278.2% |
| All | +155.8% | -69.7% | +225.5% | +278.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling