+148.0%
ADBE vs FITB
+288.7%
-140.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.8% | -2.5% |
| 7D | -12.9% | -1.0% | -11.9% | -12.7% |
| 30D | -5.6% | -5.5% | -0.1% | -4.3% |
| 3M | +6.6% | +4.1% | +2.5% | +5.2% |
| 6M | -9.6% | +18.7% | -28.3% | -14.1% |
| YTD | -28.9% | +18.2% | -47.1% | -32.6% |
| 1Y | -28.9% | +23.7% | -52.6% | -33.6% |
| 3Y | -55.6% | +130.8% | -186.4% | -65.4% |
| 5Y | -62.2% | +69.8% | -132.0% | -68.5% |
| All | +148.0% | +288.7% | -140.7% | +63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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