-63.1%
ADBE vs FITB
+48.8%
-111.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | -4.4% | -0.6% | -3.8% | -4.2% |
| 30D | -0.2% | +7.0% | -7.3% | -2.3% |
| 3M | -9.9% | -4.8% | -5.1% | -8.7% |
| 6M | -3.5% | +13.5% | -17.0% | -7.9% |
| YTD | -32.1% | +19.1% | -51.2% | -36.8% |
| 1Y | -28.7% | +30.8% | -59.5% | -35.8% |
| 3Y | -60.2% | +141.6% | -201.8% | -72.0% |
| 5Y | -63.1% | +48.3% | -111.3% | -68.7% |
| All | -63.1% | +48.8% | -111.8% | -68.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling