+120.2%
ADBE vs FIX
+3,608.1%
-3,487.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +5.4% | -8.3% | -3.6% |
| 7D | -4.4% | -17.5% | +13.1% | -2.4% |
| 30D | +2.8% | -41.6% | +44.4% | +9.6% |
| 3M | -8.0% | -40.6% | +32.5% | -2.7% |
| 6M | -4.3% | -49.4% | +45.0% | +2.3% |
| YTD | -31.6% | +9.2% | -40.8% | -38.2% |
| 1Y | -26.9% | +6.5% | -33.4% | -33.9% |
| 3Y | -57.7% | +448.7% | -506.4% | -76.4% |
| 5Y | -63.9% | +948.7% | -1,012.6% | -83.5% |
| All | +120.2% | +3,608.1% | -3,487.9% | -26.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling