+5,976.9%
ADBE vs FDS
+9,502.8%
-3,525.9%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -3.5% | -3.2% | -5.2% |
| 7D | -8.6% | -1.9% | -6.7% | -7.7% |
| 30D | +2.8% | +9.0% | -6.2% | -0.9% |
| 3M | +3.1% | +18.9% | -15.7% | -4.5% |
| 6M | -2.4% | +35.1% | -37.5% | -14.8% |
| YTD | -23.9% | +5.5% | -29.4% | -26.3% |
| 1Y | -22.6% | -16.8% | -5.8% | -17.8% |
| 3Y | -52.7% | -28.1% | -24.6% | -46.9% |
| 5Y | -60.0% | -17.4% | -42.6% | -57.7% |
| 10Y | +157.3% | +85.4% | +71.9% | +91.2% |
| All | +5,976.9% | +9,502.8% | -3,525.9% | +1,352.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling