-27.6%
ADBE vs FRMI
-78.6%
+50.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.5% | +0.2% | -2.5% |
| 7D | -12.9% | +10.9% | -23.8% | -12.3% |
| 30D | -5.6% | -24.3% | +18.7% | -6.9% |
| 3M | +6.6% | -21.8% | +28.4% | +6.2% |
| 6M | -9.6% | -33.0% | +23.5% | -10.2% |
| YTD | -28.9% | -32.6% | +3.7% | -29.0% |
| All | -27.6% | -78.6% | +50.9% | -31.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling