+1,910.4%
FTNT vs ADM
+133.7%
+1,776.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.7% | -4.5% | -2.5% |
| 7D | +7.1% | +4.2% | +2.9% | +5.9% |
| 30D | -30.9% | -12.8% | -18.0% | -28.4% |
| 3M | -23.1% | -8.5% | -14.6% | -21.7% |
| 6M | +8.1% | -10.9% | +19.0% | +10.6% |
| YTD | +60.2% | +29.4% | +30.8% | +47.2% |
| 1Y | +57.0% | +27.5% | +29.5% | +44.7% |
| 3Y | +152.9% | +10.3% | +142.6% | +136.1% |
| 5Y | +85.9% | +27.4% | +58.5% | +57.9% |
| All | +1,910.4% | +133.7% | +1,776.7% | +1,205.9% |
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