+51.8%
FTNT vs ADP
+20.3%
+31.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.5% | -1.5% | +0.1% |
| 7D | -25.7% | +6.4% | -32.0% | -27.4% |
| 30D | -29.7% | +16.6% | -46.4% | -34.3% |
| 3M | -23.1% | +12.9% | -36.0% | -27.1% |
| 6M | +45.0% | +45.7% | -0.7% | +19.1% |
| YTD | +62.9% | +20.6% | +42.3% | +41.5% |
| 1Y | +51.8% | +20.5% | +31.3% | +30.7% |
| All | +51.8% | +20.3% | +31.5% | +30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 1y: compounded portfolio wealth divided by compounded ADP 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…
1y analysis · Full analysis span regression · 6 months rolling