+725.6%
ADBE vs FN
+2,575.5%
-1,849.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -14.2% | +13.4% | +1.3% |
| 7D | -0.7% | -16.0% | +15.3% | +1.4% |
| 30D | +3.5% | -40.1% | +43.6% | +10.8% |
| 3M | -5.0% | -43.9% | +38.9% | +1.6% |
| 6M | -3.6% | -55.6% | +52.0% | +4.7% |
| YTD | -29.6% | -35.7% | +6.1% | -30.6% |
| 1Y | -26.6% | -39.8% | +13.3% | -27.1% |
| 3Y | -56.3% | +80.3% | -136.5% | -68.0% |
| 5Y | -62.8% | +143.3% | -206.1% | -75.2% |
| 10Y | +132.1% | +682.3% | -550.2% | +18.8% |
| All | +725.6% | +2,575.5% | -1,849.9% | +228.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling