+120.2%
ADBE vs FN
+753.0%
-632.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +11.7% | -14.6% | -4.5% |
| 7D | -4.4% | 0.0% | -4.3% | -4.9% |
| 30D | +2.8% | -34.3% | +37.1% | +8.3% |
| 3M | -8.0% | -39.9% | +31.8% | -2.9% |
| 6M | -4.3% | -51.8% | +47.5% | +2.7% |
| YTD | -31.6% | -28.1% | -3.5% | -34.6% |
| 1Y | -26.9% | -29.1% | +2.2% | -30.4% |
| 3Y | -57.7% | +102.4% | -160.1% | -72.4% |
| 5Y | -63.9% | +171.7% | -235.5% | -79.4% |
| All | +120.2% | +753.0% | -632.8% | -10.4% |
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 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