+129.2%
ADBE vs FFIV
+130.1%
-0.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | 0.0% |
| 7D | -4.4% | -2.9% | -1.4% | -3.1% |
| 30D | -0.2% | -32.4% | +32.2% | +17.3% |
| 3M | -9.9% | -22.7% | +12.8% | -1.6% |
| 6M | -3.5% | -10.7% | +7.2% | -3.1% |
| YTD | -32.1% | +25.4% | -57.5% | -43.8% |
| 1Y | -28.7% | +34.2% | -62.9% | -43.2% |
| 3Y | -60.2% | +101.2% | -161.4% | -75.9% |
| 5Y | -63.1% | +42.0% | -105.0% | -73.3% |
| 10Y | +129.2% | +126.7% | +2.5% | +23.4% |
| All | +129.2% | +130.1% | -0.9% | +23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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