-25.9%
ADBE vs FIX
+14.3%
-40.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -15.1% | +16.0% | -3.3% |
| 7D | -0.5% | -18.9% | +18.4% | -5.8% |
| 30D | +4.1% | -36.3% | +40.4% | -7.8% |
| 3M | -3.5% | -38.5% | +35.0% | -14.8% |
| 6M | -2.2% | -42.3% | +40.1% | -13.0% |
| YTD | -29.0% | +17.1% | -46.1% | -28.8% |
| 1Y | -25.9% | +14.4% | -40.3% | -26.2% |
| All | -25.9% | +14.3% | -40.2% | -26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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