-62.2%
ADBE vs FOXA
+90.4%
-152.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.1% | -4.4% | -3.0% |
| 7D | -12.9% | -3.7% | -9.2% | -11.9% |
| 30D | -5.6% | +5.4% | -11.0% | -7.4% |
| 3M | +6.6% | -3.7% | +10.3% | +6.6% |
| 6M | -9.6% | +12.6% | -22.1% | -14.3% |
| YTD | -28.9% | -10.0% | -18.9% | -27.6% |
| 1Y | -28.9% | +15.0% | -44.0% | -33.5% |
| 3Y | -55.6% | +115.1% | -170.7% | -66.5% |
| 5Y | -62.2% | +93.0% | -155.3% | -70.7% |
| All | -62.2% | +90.4% | -152.7% | -70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 5y: compounded portfolio wealth divided by compounded FOXA 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…
5y analysis · Full analysis span regression · 6 months rolling