+154.7%
FTNT vs ADP
+44.7%
+109.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.4% | +3.5% |
| 7D | -1.0% | +0.9% | -1.9% | -1.4% |
| 30D | -33.6% | +11.9% | -45.5% | -37.1% |
| 3M | -20.9% | +13.7% | -34.6% | -25.7% |
| 6M | +11.0% | +46.8% | -35.8% | -9.1% |
| YTD | +61.3% | +21.8% | +39.5% | +43.8% |
| 1Y | +53.1% | +23.5% | +29.6% | +35.3% |
| All | +154.7% | +44.7% | +109.9% | +121.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling