-28.0%
ADBE vs FFIV
+26.5%
-54.5%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.9% | -4.8% | -1.6% |
| 7D | -8.9% | +3.5% | -12.4% | -9.5% |
| 30D | -6.6% | -1.3% | -5.3% | -6.5% |
| 3M | +7.1% | +2.4% | +4.8% | +5.7% |
| 6M | -9.8% | +41.8% | -51.6% | -17.6% |
| YTD | -27.2% | +58.5% | -85.7% | -35.1% |
| 1Y | -28.0% | +24.3% | -52.4% | -34.4% |
| All | -28.0% | +26.5% | -54.5% | -34.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling