+650.4%
ADBE vs FIVE
+822.5%
-172.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.8% |
| 7D | -4.4% | -0.3% | -4.1% | -4.4% |
| 30D | +2.8% | +17.7% | -14.9% | -0.9% |
| 3M | -8.0% | +4.0% | -12.0% | -9.3% |
| 6M | -4.3% | +2.6% | -7.0% | -5.9% |
| YTD | -31.6% | +27.6% | -59.2% | -36.3% |
| 1Y | -26.9% | +59.9% | -86.8% | -35.3% |
| 3Y | -57.7% | +35.8% | -93.5% | -63.4% |
| 5Y | -63.9% | +14.4% | -78.3% | -68.4% |
| 10Y | +125.3% | +576.1% | -450.8% | +37.2% |
| All | +650.4% | +822.5% | -172.1% | +326.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling