+53.6%
FTNT vs ADVB
-88.3%
+142.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.6% | 0.0% |
| 7D | -5.8% | -3.8% | -2.1% | -5.8% |
| 30D | -4.8% | +17.6% | -22.3% | -5.0% |
| 3M | +4.4% | +119.1% | -114.7% | +1.7% |
| 6M | +88.8% | +103.4% | -14.6% | +81.8% |
| YTD | +96.8% | +59.8% | +37.0% | +90.3% |
| 1Y | +104.5% | +8.5% | +95.9% | +97.0% |
| All | +53.6% | -88.3% | +142.0% | +85.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling