+25.1%
FTNT vs ADVB
-96.8%
+121.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -23.6% | +21.8% | -1.2% |
| 7D | +7.1% | +27.8% | -20.7% | +6.2% |
| 30D | -30.9% | -50.8% | +19.9% | -30.4% |
| 3M | -23.1% | -70.5% | +47.4% | -22.1% |
| 6M | +8.1% | -46.7% | +54.8% | +6.7% |
| YTD | +60.2% | -56.7% | +116.9% | +57.0% |
| 1Y | +57.0% | -71.8% | +128.8% | +55.4% |
| All | +25.1% | -96.8% | +121.9% | +52.7% |
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