+5,339.1%
ADBE vs FDS
+10,448.9%
-5,109.8%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.8% |
| 7D | -3.2% | -2.6% | -0.6% | -2.1% |
| 30D | +1.0% | +14.1% | -13.1% | -4.8% |
| 3M | -7.8% | +19.8% | -27.6% | -15.0% |
| 6M | -1.0% | +55.0% | -55.9% | -18.7% |
| YTD | -31.8% | +15.9% | -47.7% | -36.9% |
| 1Y | -29.2% | +24.2% | -53.4% | -36.6% |
| 3Y | -60.1% | -24.0% | -36.0% | -56.4% |
| 5Y | -63.7% | -23.3% | -40.4% | -60.5% |
| 10Y | +130.1% | +128.0% | +2.0% | +56.7% |
| All | +5,339.1% | +10,448.9% | -5,109.8% | +1,143.7% |
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