+644.2%
ADBE vs FIVE
+874.1%
-229.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.6% | -6.4% | -2.0% |
| 7D | -5.6% | +6.2% | -11.8% | -6.9% |
| 30D | -2.0% | +18.2% | -20.2% | -5.7% |
| 3M | -10.5% | +3.8% | -14.4% | -11.7% |
| 6M | -6.2% | +13.7% | -19.9% | -9.8% |
| YTD | -32.2% | +34.7% | -66.9% | -37.6% |
| 1Y | -27.4% | +66.6% | -94.1% | -36.4% |
| 3Y | -58.9% | +44.3% | -103.2% | -65.0% |
| 5Y | -64.5% | +18.8% | -83.2% | -69.1% |
| 10Y | +120.0% | +569.2% | -449.2% | +33.6% |
| All | +644.2% | +874.1% | -229.9% | +317.7% |
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