+54.8%
FTNT vs ADVB
-88.8%
+143.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.8% | +4.6% | +0.8% |
| 7D | -2.7% | -14.0% | +11.3% | -2.5% |
| 30D | -1.4% | +41.0% | -42.3% | -1.8% |
| 3M | +10.1% | +127.9% | -117.8% | +7.1% |
| 6M | +88.2% | +101.3% | -13.1% | +81.2% |
| YTD | +98.3% | +53.8% | +44.5% | +91.8% |
| 1Y | +96.0% | +4.4% | +91.5% | +88.9% |
| All | +54.8% | -88.8% | +143.6% | +86.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 10y: compounded portfolio wealth divided by compounded ADVB 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…
10y analysis · Full analysis span regression · 6 months rolling