+3,092.2%
FTNT vs APTV
+194.6%
+2,897.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.1% | -1.1% |
| 7D | -5.8% | +4.8% | -10.7% | -7.4% |
| 30D | -4.8% | +2.0% | -6.8% | -5.7% |
| 3M | +4.4% | -34.2% | +38.7% | +18.9% |
| 6M | +88.8% | -34.7% | +123.4% | +112.8% |
| YTD | +96.8% | -37.0% | +133.8% | +123.5% |
| 1Y | +104.5% | -40.4% | +144.9% | +136.2% |
| 3Y | +156.8% | -54.1% | +210.9% | +211.7% |
| 5Y | +144.1% | -68.0% | +212.1% | +231.2% |
| 10Y | +2,021.8% | -15.5% | +2,037.3% | +1,652.6% |
| All | +3,092.2% | +194.6% | +2,897.6% | +1,264.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling