-58.9%
ADBE vs FFIV
+103.5%
-162.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -3.1% | -1.4% |
| 7D | -5.6% | -2.1% | -3.5% | -5.2% |
| 30D | -2.0% | -33.8% | +31.7% | +7.9% |
| 3M | -10.5% | -20.6% | +10.1% | -7.2% |
| 6M | -6.2% | -10.2% | +4.0% | -7.7% |
| YTD | -32.2% | +24.5% | -56.7% | -41.3% |
| 1Y | -27.4% | +29.3% | -56.7% | -38.1% |
| 3Y | -58.9% | +103.8% | -162.7% | -71.6% |
| All | -58.9% | +103.5% | -162.4% | -71.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling