+120.0%
ADBE vs FIX
+4,032.2%
-3,912.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +9.4% | -10.2% | -2.0% |
| 7D | -5.6% | -7.2% | +1.6% | -5.1% |
| 30D | -2.0% | -35.1% | +33.1% | +3.0% |
| 3M | -10.5% | -34.3% | +23.8% | -6.6% |
| 6M | -6.2% | -42.9% | +36.7% | -1.4% |
| YTD | -32.2% | +19.5% | -51.6% | -39.5% |
| 1Y | -27.4% | +16.8% | -44.2% | -35.2% |
| 3Y | -58.9% | +506.7% | -565.6% | -77.5% |
| 5Y | -64.5% | +1,046.7% | -1,111.2% | -84.0% |
| 10Y | +120.0% | +3,800.0% | -3,679.9% | -27.7% |
| All | +120.0% | +4,032.2% | -3,912.2% | -27.7% |
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