+148.0%
ADBE vs FDX
+182.3%
-34.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.2% | -2.7% |
| 7D | -12.9% | -3.9% | -9.1% | -11.6% |
| 30D | -5.6% | -3.3% | -2.3% | -4.5% |
| 3M | +6.6% | -2.0% | +8.6% | +6.8% |
| 6M | -9.6% | +8.0% | -17.6% | -13.4% |
| YTD | -28.9% | +35.0% | -63.9% | -38.0% |
| 1Y | -28.9% | +73.7% | -102.6% | -44.1% |
| 3Y | -55.6% | +61.6% | -117.2% | -65.7% |
| 5Y | -62.2% | +65.4% | -127.6% | -72.1% |
| All | +148.0% | +182.3% | -34.3% | +20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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