+96.9%
FTNT vs ADP
-8.7%
+105.6%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.9% | +0.3% |
| 7D | +1.7% | -5.7% | +7.4% | +4.2% |
| 30D | -4.3% | -3.1% | -1.2% | -3.0% |
| 3M | +13.6% | +15.6% | -2.0% | +5.5% |
| 6M | +87.6% | +20.8% | +66.8% | +67.4% |
| YTD | +98.0% | +4.7% | +93.2% | +83.1% |
| 1Y | +96.9% | -8.3% | +105.2% | +88.1% |
| All | +96.9% | -8.7% | +105.6% | +88.1% |
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