+679.1%
ADBE vs FANG
+1,416.0%
-736.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.4% | -3.7% | -2.5% |
| 7D | -12.9% | +1.2% | -14.1% | -13.1% |
| 30D | -5.6% | +2.4% | -8.0% | -6.0% |
| 3M | +6.6% | +5.1% | +1.5% | +5.7% |
| 6M | -9.6% | +16.4% | -26.0% | -11.8% |
| YTD | -28.9% | +39.0% | -67.9% | -32.4% |
| 1Y | -28.9% | +50.6% | -79.6% | -33.3% |
| 3Y | -55.6% | +46.9% | -102.5% | -58.8% |
| 5Y | -62.2% | +238.2% | -300.5% | -69.1% |
| 10Y | +150.4% | +181.3% | -30.9% | +89.6% |
| All | +679.1% | +1,416.0% | -736.9% | +369.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling