-63.2%
ADBE vs F
-15.5%
-47.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | +1.6% | -3.1% | +4.7% | +2.4% |
| 30D | +1.0% | 0.0% | +1.0% | +0.9% |
| 3M | -10.1% | -13.2% | +3.1% | -7.1% |
| 6M | +3.0% | -10.2% | +13.2% | +4.8% |
| YTD | -30.5% | -4.9% | -25.6% | -31.0% |
| 1Y | -27.1% | -6.1% | -21.1% | -27.4% |
| 3Y | -58.8% | +46.0% | -104.8% | -66.4% |
| All | -63.2% | -15.5% | -47.6% | -66.6% |
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 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