+16.8%
FTNT vs ADVB
-97.5%
+114.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.2% | -7.2% | -3.1% |
| 7D | -12.7% | -13.9% | +1.2% | -12.4% |
| 30D | -37.2% | -68.1% | +30.9% | -36.1% |
| 3M | -25.8% | -73.4% | +47.6% | -24.4% |
| 6M | +32.1% | -70.8% | +102.9% | +32.3% |
| YTD | +49.7% | -66.1% | +115.7% | +47.9% |
| 1Y | +47.6% | -77.5% | +125.1% | +47.1% |
| All | +16.8% | -97.5% | +114.4% | +43.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling