+154.0%
ADBE vs FDS
+77.2%
+76.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.5% | +1.0% |
| 7D | -8.9% | -8.8% | -0.1% | -3.9% |
| 30D | -6.6% | -1.4% | -5.3% | -5.7% |
| 3M | +7.1% | +13.9% | -6.7% | -0.7% |
| 6M | -9.8% | +27.4% | -37.2% | -22.0% |
| YTD | -27.2% | -2.5% | -24.7% | -27.3% |
| 1Y | -28.0% | -23.8% | -4.2% | -18.1% |
| 3Y | -54.5% | -32.5% | -22.0% | -45.3% |
| 5Y | -61.5% | -23.2% | -38.3% | -57.3% |
| All | +154.0% | +77.2% | +76.9% | +82.2% |
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