-60.9%
ADBE vs FANG
+232.6%
-293.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.4% |
| 7D | -5.4% | +2.9% | -8.2% | -5.7% |
| 30D | -2.5% | +2.6% | -5.1% | -2.9% |
| 3M | +15.3% | +7.6% | +7.7% | +13.8% |
| 6M | -7.8% | +17.3% | -25.2% | -10.4% |
| YTD | -27.9% | +38.7% | -66.6% | -31.8% |
| 1Y | -28.0% | +51.6% | -79.7% | -33.0% |
| 3Y | -55.3% | +50.0% | -105.3% | -59.2% |
| All | -60.9% | +232.6% | -293.5% | -65.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling