+156.4%
ADBE vs FIVE
+486.0%
-329.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.8% | -0.3% |
| 7D | -8.9% | +1.7% | -10.6% | -9.4% |
| 30D | -6.6% | +5.0% | -11.6% | -8.0% |
| 3M | +7.1% | +29.5% | -22.4% | 0.0% |
| 6M | -9.8% | +12.4% | -22.2% | -13.6% |
| YTD | -27.2% | +31.2% | -58.4% | -33.1% |
| 1Y | -28.0% | +72.9% | -100.9% | -38.6% |
| 3Y | -54.5% | +53.0% | -107.5% | -62.4% |
| 5Y | -61.5% | +34.2% | -95.6% | -68.0% |
| 10Y | +156.4% | +497.6% | -341.2% | +66.3% |
| All | +156.4% | +486.0% | -329.6% | +66.3% |
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