-63.2%
ADBE vs FIX
+1,026.2%
-1,089.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +2.0% |
| 7D | +1.6% | +9.4% | -7.9% | +1.0% |
| 30D | +1.0% | -27.8% | +28.8% | +2.8% |
| 3M | -10.1% | -35.6% | +25.4% | -8.0% |
| 6M | +3.0% | -45.2% | +48.2% | +6.6% |
| YTD | -30.5% | +19.5% | -50.0% | -38.1% |
| 1Y | -27.1% | +24.2% | -51.4% | -35.8% |
| 3Y | -58.8% | +494.2% | -553.0% | -79.8% |
| All | -63.2% | +1,026.2% | -1,089.4% | -87.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling