+792.8%
ADBE vs FN
+3,620.5%
-2,827.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +3.1% | -9.9% | -7.2% |
| 7D | -8.6% | -1.7% | -6.9% | -8.4% |
| 30D | +2.8% | -22.0% | +24.8% | +5.9% |
| 3M | +3.1% | -43.0% | +46.1% | +10.6% |
| 6M | -2.4% | -27.7% | +25.3% | -2.1% |
| YTD | -23.9% | -10.5% | -13.3% | -27.6% |
| 1Y | -22.6% | +12.5% | -35.1% | -30.5% |
| 3Y | -52.7% | +153.8% | -206.5% | -66.8% |
| 5Y | -60.0% | +288.0% | -348.0% | -75.1% |
| 10Y | +157.3% | +906.4% | -749.1% | +28.4% |
| All | +792.8% | +3,620.5% | -2,827.7% | +242.2% |
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