+132.0%
ADBE vs FLEX
+645.9%
-513.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.8% | -3.4% | -0.3% |
| 7D | -4.4% | +2.2% | -6.6% | -5.2% |
| 30D | -0.2% | -32.6% | +32.4% | +6.2% |
| 3M | -9.9% | -35.5% | +25.6% | -4.0% |
| 6M | -3.5% | -45.6% | +42.1% | +4.0% |
| YTD | -32.1% | +30.7% | -62.8% | -44.7% |
| 1Y | -28.7% | +28.4% | -57.1% | -42.0% |
| 3Y | -60.2% | +301.7% | -361.9% | -78.9% |
| 5Y | -63.1% | +473.3% | -536.3% | -82.9% |
| All | +132.0% | +645.9% | -513.9% | -11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 FLEX 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