+22,327.1%
ADBE vs F
+639.5%
+21,687.6%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.5% | -8.2% | -7.2% |
| 7D | -8.6% | +5.3% | -13.9% | -10.0% |
| 30D | +2.8% | +4.6% | -1.8% | +1.3% |
| 3M | +3.1% | -3.7% | +6.8% | +3.9% |
| 6M | -2.4% | +16.8% | -19.2% | -8.4% |
| YTD | -23.9% | +15.3% | -39.1% | -28.4% |
| 1Y | -22.6% | +31.0% | -53.6% | -30.4% |
| 3Y | -52.7% | +45.4% | -98.1% | -60.3% |
| 5Y | -60.0% | +54.7% | -114.7% | -68.1% |
| 10Y | +157.3% | +98.2% | +59.1% | +74.7% |
| All | +22,327.1% | +639.5% | +21,687.6% | +6,276.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling