+148.0%
ADBE vs FDS
+66.9%
+81.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -5.8% | +3.5% | +1.0% |
| 7D | -12.9% | -16.0% | +3.1% | -3.7% |
| 30D | -5.6% | -6.7% | +1.1% | -1.7% |
| 3M | +6.6% | +6.0% | +0.7% | +2.9% |
| 6M | -9.6% | +25.1% | -34.7% | -21.0% |
| YTD | -28.9% | -8.1% | -20.8% | -26.5% |
| 1Y | -28.9% | -26.0% | -2.9% | -17.9% |
| 3Y | -55.6% | -36.4% | -19.2% | -44.8% |
| 5Y | -62.2% | -27.7% | -34.5% | -56.7% |
| All | +148.0% | +66.9% | +81.2% | +84.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded FDS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling