-59.7%
ADBE vs F
+55.4%
-115.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.5% | -8.2% | -7.1% |
| 7D | -8.6% | +5.3% | -13.9% | -9.8% |
| 30D | +2.8% | +4.6% | -1.8% | +1.5% |
| 3M | +3.1% | -3.7% | +6.8% | +3.9% |
| 6M | -2.4% | +16.8% | -19.2% | -7.5% |
| YTD | -23.9% | +15.3% | -39.1% | -27.7% |
| 1Y | -22.6% | +31.0% | -53.6% | -29.6% |
| 3Y | -52.7% | +45.4% | -98.1% | -60.1% |
| All | -59.7% | +55.4% | -115.1% | -64.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling