-54.1%
ADBE vs FDS
-30.4%
-23.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.3% | +0.8% | -1.2% |
| 7D | -10.1% | -5.4% | -4.7% | -7.3% |
| 30D | -3.0% | +1.6% | -4.6% | -3.5% |
| 3M | +5.0% | +17.7% | -12.7% | -3.1% |
| 6M | -9.3% | +29.1% | -38.4% | -20.0% |
| YTD | -26.5% | +1.0% | -27.5% | -28.4% |
| 1Y | -28.3% | -21.6% | -6.6% | -22.6% |
| 3Y | -54.1% | -30.1% | -24.0% | -50.1% |
| All | -54.1% | -30.4% | -23.7% | -50.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling