+90.1%
FTNT vs ADP
+49.7%
+40.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.4% | +3.5% |
| 7D | -1.0% | +0.9% | -1.9% | -1.6% |
| 30D | -33.6% | +11.9% | -45.5% | -38.7% |
| 3M | -20.9% | +13.7% | -34.6% | -27.9% |
| 6M | +11.0% | +46.8% | -35.8% | -16.5% |
| YTD | +61.3% | +21.8% | +39.5% | +38.3% |
| 1Y | +53.1% | +23.5% | +29.6% | +29.6% |
| 3Y | +152.1% | +44.1% | +108.0% | +83.1% |
| 5Y | +90.1% | +49.9% | +40.3% | +26.0% |
| All | +90.1% | +49.7% | +40.4% | +26.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling