-2.4%
ADBE vs FPS
-8.3%
+5.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +2.5% | -9.2% | -6.4% |
| 7D | -8.6% | +3.1% | -11.7% | -8.2% |
| 30D | +2.8% | -18.6% | +21.3% | +0.1% |
| 3M | +3.1% | -51.5% | +54.6% | +0.2% |
| 6M | -2.4% | -8.5% | +6.1% | -6.0% |
| All | -2.4% | -8.3% | +5.8% | -6.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling