+2,072.5%
FTNT vs ADM
+177.9%
+1,894.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.5% | -1.7% |
| 7D | -0.1% | +2.5% | -2.6% | -0.8% |
| 30D | -3.0% | +9.5% | -12.4% | -5.4% |
| 3M | +7.6% | +10.6% | -3.0% | +4.4% |
| 6M | +87.0% | +24.0% | +62.9% | +75.5% |
| YTD | +96.5% | +54.0% | +42.6% | +73.6% |
| 1Y | +92.9% | +45.3% | +47.6% | +72.5% |
| 3Y | +139.8% | +21.8% | +118.1% | +121.1% |
| 5Y | +151.3% | +66.8% | +84.5% | +97.3% |
| All | +2,072.5% | +177.9% | +1,894.6% | +1,203.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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