+2,863.4%
ADBE vs FFIV
+7,518.9%
-4,655.5%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.4% | -6.3% | -6.6% |
| 7D | -8.6% | -1.0% | -7.6% | -8.4% |
| 30D | +2.8% | -5.1% | +7.8% | +4.0% |
| 3M | +3.1% | -4.5% | +7.6% | +3.8% |
| 6M | -2.4% | +36.5% | -38.9% | -10.3% |
| YTD | -23.9% | +53.0% | -76.8% | -32.1% |
| 1Y | -22.6% | +24.2% | -46.8% | -27.7% |
| 3Y | -52.7% | +137.2% | -189.9% | -62.5% |
| 5Y | -60.0% | +91.8% | -151.8% | -66.5% |
| 10Y | +157.3% | +215.2% | -57.9% | +89.8% |
| All | +2,863.4% | +7,518.9% | -4,655.5% | +1,019.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling