+152.9%
FTNT vs ADM
+11.2%
+141.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.7% | -4.5% | -1.8% |
| 7D | +7.1% | +4.2% | +2.9% | +7.0% |
| 30D | -30.9% | -12.8% | -18.0% | -30.9% |
| 3M | -23.1% | -8.5% | -14.6% | -23.1% |
| 6M | +8.1% | -10.9% | +19.0% | +8.0% |
| YTD | +60.2% | +29.4% | +30.8% | +59.8% |
| 1Y | +57.0% | +27.5% | +29.5% | +56.7% |
| 3Y | +152.9% | +10.3% | +142.6% | +155.9% |
| All | +152.9% | +11.2% | +141.7% | +155.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling