-27.8%
ADBE vs F
-2.1%
-25.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.5% | -0.9% |
| 7D | -5.6% | -0.6% | -5.0% | -5.6% |
| 30D | -2.0% | +2.9% | -4.9% | -2.2% |
| 3M | -10.5% | -9.5% | -1.0% | -10.2% |
| 6M | -6.2% | +4.0% | -10.2% | -5.0% |
| YTD | -32.2% | -1.3% | -30.9% | -31.0% |
| All | -27.8% | -2.1% | -25.7% | -26.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling