-55.3%
ADBE vs FANG
+45.3%
-100.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.4% |
| 7D | -5.4% | +2.9% | -8.2% | -5.6% |
| 30D | -2.5% | +2.6% | -5.1% | -2.8% |
| 3M | +15.3% | +7.6% | +7.7% | +14.2% |
| 6M | -7.8% | +17.3% | -25.2% | -9.5% |
| YTD | -27.9% | +38.7% | -66.6% | -30.5% |
| 1Y | -28.0% | +51.6% | -79.7% | -31.4% |
| 3Y | -55.3% | +50.0% | -105.3% | -55.8% |
| All | -55.3% | +45.3% | -100.6% | -55.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling