+9,303.7%
FTNT vs ADP
+979.3%
+8,324.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.0% | +1.4% |
| 7D | -5.8% | -3.4% | -2.4% | -3.5% |
| 30D | -4.8% | +2.8% | -7.6% | -6.6% |
| 3M | +4.4% | +20.9% | -16.5% | -9.4% |
| 6M | +88.8% | +29.9% | +58.9% | +55.4% |
| YTD | +96.8% | +9.6% | +87.2% | +81.6% |
| 1Y | +104.5% | -5.3% | +109.7% | +108.4% |
| 3Y | +156.8% | +16.5% | +140.3% | +122.0% |
| 5Y | +144.1% | +49.4% | +94.7% | +77.6% |
| 10Y | +2,021.8% | +282.2% | +1,739.6% | +608.6% |
| All | +9,303.7% | +979.3% | +8,324.4% | +1,116.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling