+132.9%
ADBE vs FITB
+208.7%
-75.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.6% |
| 7D | -3.2% | +0.8% | -4.0% | -3.4% |
| 30D | +1.0% | +7.3% | -6.4% | -0.9% |
| 3M | -7.8% | -6.3% | -1.5% | -6.3% |
| 6M | -1.0% | +12.6% | -13.5% | -4.5% |
| YTD | -31.8% | +18.0% | -49.8% | -35.5% |
| 1Y | -29.2% | +28.9% | -58.1% | -34.6% |
| 3Y | -60.1% | +139.4% | -199.5% | -69.2% |
| 5Y | -63.7% | +47.2% | -110.9% | -68.8% |
| All | +132.9% | +208.7% | -75.8% | +61.0% |
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