+137.3%
ADBE vs FDS
+127.7%
+9.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.7% |
| 7D | +1.6% | +1.5% | +0.1% | +0.7% |
| 30D | +1.0% | +14.8% | -13.8% | -6.9% |
| 3M | -10.1% | +16.3% | -26.4% | -18.0% |
| 6M | +3.0% | +66.2% | -63.3% | -23.9% |
| YTD | -30.5% | +16.2% | -46.8% | -37.7% |
| 1Y | -27.1% | +21.8% | -49.0% | -36.6% |
| 3Y | -58.8% | -23.9% | -34.9% | -53.9% |
| 5Y | -63.0% | -23.1% | -39.9% | -59.2% |
| All | +137.3% | +127.7% | +9.7% | +43.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling