-61.2%
ADBE vs FDX
+63.0%
-124.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.6% | -0.9% | -2.7% |
| 7D | -10.1% | -3.3% | -6.8% | -9.1% |
| 30D | -3.0% | -1.4% | -1.6% | -2.6% |
| 3M | +5.0% | -4.5% | +9.5% | +6.1% |
| 6M | -9.3% | +9.4% | -18.7% | -12.9% |
| YTD | -26.5% | +36.0% | -62.5% | -34.8% |
| 1Y | -28.3% | +75.5% | -103.8% | -42.0% |
| 3Y | -54.1% | +62.8% | -116.9% | -63.8% |
| 5Y | -61.2% | +64.4% | -125.6% | -71.0% |
| All | -61.2% | +63.0% | -124.2% | -71.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling