-12.1%
ADBE vs FPS
-17.4%
+5.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.0% | +4.7% | -0.9% |
| 7D | -3.8% | -20.9% | +17.0% | -6.3% |
| 30D | -2.3% | -46.3% | +44.0% | -8.9% |
| 3M | -13.3% | -42.9% | +29.6% | -17.7% |
| 6M | -6.5% | -46.8% | +40.3% | -10.9% |
| All | -12.1% | -17.4% | +5.2% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 1y: compounded portfolio wealth divided by compounded FPS 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…
1y analysis · Full analysis span regression · 6 months rolling