+156.4%
ADBE vs FFIV
+239.4%
-83.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.9% | -4.8% | -2.8% |
| 7D | -8.9% | +3.5% | -12.4% | -10.5% |
| 30D | -6.6% | -1.3% | -5.3% | -6.3% |
| 3M | +7.1% | +2.4% | +4.8% | +4.6% |
| 6M | -9.8% | +41.8% | -51.6% | -26.0% |
| YTD | -27.2% | +58.5% | -85.7% | -44.2% |
| 1Y | -28.0% | +24.3% | -52.4% | -37.9% |
| 3Y | -54.5% | +152.0% | -206.5% | -74.2% |
| 5Y | -61.5% | +99.1% | -160.6% | -75.5% |
| 10Y | +156.4% | +242.8% | -86.3% | +28.2% |
| All | +156.4% | +239.4% | -83.0% | +28.2% |
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