-22.6%
ADBE vs FANG
+43.7%
-66.3%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.8% | -4.9% | -6.7% |
| 7D | -8.6% | +0.8% | -9.4% | -8.6% |
| 30D | +2.8% | +7.6% | -4.8% | +2.8% |
| 3M | +3.1% | -1.3% | +4.4% | +2.8% |
| 6M | -2.4% | +14.7% | -17.1% | -2.0% |
| YTD | -23.9% | +34.8% | -58.6% | -22.7% |
| 1Y | -22.6% | +42.9% | -65.5% | -21.2% |
| All | -22.6% | +43.7% | -66.3% | -21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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