+651.5%
ADI vs FTNT
+2,095.7%
-1,444.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.8% | +6.6% | +5.4% |
| 7D | +4.6% | -0.1% | +4.7% | +4.6% |
| 30D | -1.2% | -3.0% | +1.8% | -0.6% |
| 3M | -7.8% | +7.6% | -15.4% | -10.7% |
| 6M | +19.3% | +87.0% | -67.6% | -5.7% |
| YTD | +40.9% | +96.5% | -55.6% | +8.8% |
| 1Y | +54.5% | +92.9% | -38.4% | +19.8% |
| 3Y | +123.4% | +139.8% | -16.4% | +52.4% |
| 5Y | +142.3% | +151.3% | -9.0% | +50.2% |
| All | +651.5% | +2,095.7% | -1,444.2% | +103.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTNT.
Daily Out/Under-Performance
Portfolio return minus FTNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTNT 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 FTNT 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