+120.0%
ADBE vs F
+88.0%
+32.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.5% | -1.0% |
| 7D | -5.6% | -0.6% | -5.0% | -5.5% |
| 30D | -2.0% | +2.9% | -4.9% | -2.7% |
| 3M | -10.5% | -9.5% | -1.0% | -8.7% |
| 6M | -6.2% | +4.0% | -10.2% | -8.1% |
| YTD | -32.2% | -1.3% | -30.9% | -33.1% |
| 1Y | -27.4% | -1.9% | -25.5% | -28.3% |
| 3Y | -58.9% | +53.5% | -112.4% | -64.9% |
| 5Y | -64.5% | -15.1% | -49.3% | -66.1% |
| 10Y | +120.0% | +81.0% | +39.0% | +68.4% |
| All | +120.0% | +88.0% | +32.1% | +68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 F 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