+735.7%
ADBE vs FIVE
+868.1%
-132.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +5.1% | -11.8% | -7.8% |
| 7D | -8.6% | +4.3% | -12.8% | -9.5% |
| 30D | +2.8% | +12.5% | -9.7% | -0.2% |
| 3M | +3.1% | +31.2% | -28.1% | -3.4% |
| 6M | -2.4% | +14.4% | -16.8% | -6.5% |
| YTD | -23.9% | +33.9% | -57.7% | -29.7% |
| 1Y | -22.6% | +65.1% | -87.6% | -32.1% |
| 3Y | -52.7% | +49.0% | -101.6% | -59.9% |
| 5Y | -60.0% | +30.3% | -90.3% | -66.0% |
| 10Y | +157.3% | +481.1% | -323.8% | +59.7% |
| All | +735.7% | +868.1% | -132.4% | +370.7% |
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