+115.3%
ADI vs FTNT
+142.5%
-27.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | +2.6% | +1.7% | +0.9% | +2.3% |
| 30D | -4.6% | -4.3% | -0.4% | -4.0% |
| 3M | -9.5% | +13.6% | -23.1% | -11.8% |
| 6M | +14.8% | +87.6% | -72.7% | +0.8% |
| YTD | +35.8% | +98.0% | -62.2% | +17.3% |
| 1Y | +48.9% | +96.9% | -48.0% | +28.6% |
| All | +115.3% | +142.5% | -27.2% | +89.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling