+20,355.4%
ADBE vs FITB
+2,860.1%
+17,495.4%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.6% |
| 7D | +1.6% | +2.8% | -1.2% | +0.9% |
| 30D | +1.0% | +9.8% | -8.8% | -1.3% |
| 3M | -10.1% | -5.2% | -5.0% | -9.1% |
| 6M | +3.0% | +17.3% | -14.4% | -1.4% |
| YTD | -30.5% | +19.3% | -49.8% | -34.1% |
| 1Y | -27.1% | +32.7% | -59.8% | -32.6% |
| 3Y | -58.8% | +141.6% | -200.4% | -67.5% |
| 5Y | -63.0% | +48.9% | -111.9% | -67.7% |
| 10Y | +134.5% | +216.5% | -82.1% | +58.0% |
| All | +20,355.4% | +2,860.1% | +17,495.4% | +4,567.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling