-28.5%
ADBE vs FIVE
+62.8%
-91.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.5% |
| 7D | -3.2% | +2.4% | -5.7% | -3.4% |
| 30D | +1.0% | +15.8% | -14.9% | -0.4% |
| 3M | -7.8% | +3.8% | -11.6% | -8.5% |
| 6M | -1.0% | +18.5% | -19.5% | -3.1% |
| YTD | -31.8% | +31.2% | -63.1% | -35.5% |
| All | -28.5% | +62.8% | -91.3% | -39.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling