+152.5%
ADBE vs F
+89.8%
+62.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.2% | +0.8% | -2.5% |
| 7D | -10.1% | +1.2% | -11.2% | -10.3% |
| 30D | -3.0% | +1.2% | -4.2% | -3.3% |
| 3M | +5.0% | -5.7% | +10.7% | +6.2% |
| 6M | -9.3% | +17.9% | -27.2% | -13.7% |
| YTD | -26.5% | +10.4% | -36.9% | -29.2% |
| 1Y | -28.3% | +25.3% | -53.6% | -33.3% |
| 3Y | -54.1% | +37.5% | -91.5% | -59.5% |
| 5Y | -61.2% | +46.5% | -107.7% | -66.8% |
| 10Y | +152.5% | +86.4% | +66.1% | +92.6% |
| All | +152.5% | +89.8% | +62.7% | +92.6% |
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