+132.9%
ADBE vs FIVE
+505.3%
-372.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.7% |
| 7D | -3.2% | +2.4% | -5.7% | -3.8% |
| 30D | +1.0% | +15.8% | -14.9% | -2.7% |
| 3M | -7.8% | +3.8% | -11.6% | -9.1% |
| 6M | -1.0% | +18.5% | -19.5% | -6.1% |
| YTD | -31.8% | +31.2% | -63.1% | -37.5% |
| 1Y | -29.2% | +61.8% | -91.0% | -38.5% |
| 3Y | -60.1% | +39.9% | -99.9% | -66.2% |
| 5Y | -63.7% | +18.3% | -82.0% | -68.9% |
| All | +132.9% | +505.3% | -372.4% | +48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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