-26.6%
ADBE vs FRMI
-78.1%
+51.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.0% | -0.7% | +1.5% |
| 7D | -5.4% | +7.4% | -12.8% | -4.9% |
| 30D | -2.5% | -27.6% | +25.1% | -4.0% |
| 3M | +15.3% | -20.9% | +36.1% | +15.0% |
| 6M | -7.8% | -36.6% | +28.8% | -8.7% |
| YTD | -27.9% | -31.3% | +3.3% | -28.0% |
| All | -26.6% | -78.1% | +51.5% | -30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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