-22.6%
ADBE vs FN
+17.1%
-39.7%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +3.1% | -9.9% | -6.3% |
| 7D | -8.6% | -1.7% | -6.9% | -8.7% |
| 30D | +2.8% | -22.0% | +24.8% | +0.1% |
| 3M | +3.1% | -43.0% | +46.1% | -0.8% |
| 6M | -2.4% | -27.7% | +25.3% | -4.5% |
| YTD | -23.9% | -10.5% | -13.3% | -25.2% |
| 1Y | -22.6% | +12.5% | -35.1% | -26.4% |
| All | -22.6% | +17.1% | -39.7% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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