+2,098.3%
FTNT vs ADP
+270.4%
+1,827.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.9% | +0.5% |
| 7D | +1.7% | -5.7% | +7.4% | +5.4% |
| 30D | -4.3% | -3.1% | -1.2% | -2.5% |
| 3M | +13.6% | +15.6% | -2.0% | +2.8% |
| 6M | +87.6% | +20.8% | +66.8% | +64.7% |
| YTD | +98.0% | +4.7% | +93.2% | +89.4% |
| 1Y | +96.9% | -8.3% | +105.2% | +104.5% |
| 3Y | +145.4% | +13.6% | +131.8% | +119.1% |
| 5Y | +153.0% | +45.0% | +107.9% | +95.4% |
| 10Y | +2,098.3% | +279.0% | +1,819.3% | +1,108.2% |
| All | +2,098.3% | +270.4% | +1,827.8% | +1,108.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling