+129.2%
ADBE vs FDS
+132.8%
-3.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.3% | -1.2% |
| 7D | -4.4% | -2.1% | -2.2% | -3.2% |
| 30D | -0.2% | +16.0% | -16.2% | -8.6% |
| 3M | -9.9% | +18.8% | -28.7% | -18.7% |
| 6M | -3.5% | +54.1% | -57.6% | -25.6% |
| YTD | -32.1% | +17.0% | -49.1% | -39.3% |
| 1Y | -28.7% | +25.5% | -54.2% | -39.1% |
| 3Y | -60.2% | -23.3% | -36.9% | -55.6% |
| 5Y | -63.1% | -22.6% | -40.4% | -59.3% |
| 10Y | +129.2% | +130.2% | -1.0% | +38.0% |
| All | +129.2% | +132.8% | -3.6% | +38.0% |
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 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