+154.6%
FTNT vs ADP
+47.6%
+107.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.5% | +4.2% | +3.1% |
| 7D | -2.7% | -5.5% | +2.8% | +1.0% |
| 30D | -1.4% | -1.2% | -0.1% | -0.6% |
| 3M | +10.1% | +17.9% | -7.8% | -3.0% |
| 6M | +88.2% | +20.3% | +67.9% | +62.9% |
| YTD | +98.3% | +5.8% | +92.5% | +87.7% |
| 1Y | +96.0% | -7.7% | +103.7% | +105.1% |
| 3Y | +145.8% | +14.7% | +131.1% | +112.1% |
| 5Y | +154.6% | +45.8% | +108.9% | +66.7% |
| All | +154.6% | +47.6% | +107.1% | +66.7% |
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 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