-28.3%
ADBE vs F
+24.7%
-53.0%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.2% | +0.8% | -3.3% |
| 7D | -10.1% | +1.2% | -11.2% | -10.1% |
| 30D | -3.0% | +1.2% | -4.2% | -3.0% |
| 3M | +5.0% | -5.7% | +10.7% | +5.3% |
| 6M | -9.3% | +17.9% | -27.2% | -9.2% |
| YTD | -26.5% | +10.4% | -36.9% | -25.9% |
| 1Y | -28.3% | +25.3% | -53.6% | -29.3% |
| All | -28.3% | +24.7% | -53.0% | -29.3% |
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