+127.4%
ADBE vs FN
+772.0%
-644.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.8% | +4.5% | +0.4% |
| 7D | -3.8% | -4.1% | +0.2% | -3.7% |
| 30D | -2.3% | -28.3% | +26.0% | +1.6% |
| 3M | -13.3% | -33.9% | +20.6% | -9.8% |
| 6M | -6.5% | -43.9% | +37.4% | -2.2% |
| YTD | -32.4% | -23.4% | -8.9% | -35.9% |
| 1Y | -28.0% | -25.4% | -2.6% | -32.0% |
| 3Y | -60.4% | +107.9% | -168.3% | -74.1% |
| 5Y | -63.4% | +195.1% | -258.5% | -79.4% |
| 10Y | +127.4% | +794.1% | -666.7% | -7.6% |
| All | +127.4% | +772.0% | -644.5% | -7.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling