-28.0%
ADBE vs FTI
+89.7%
-117.7%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +1.5% |
| 7D | -5.4% | -4.4% | -1.0% | -5.8% |
| 30D | -2.5% | +1.5% | -4.0% | -2.3% |
| 3M | +15.3% | +8.2% | +7.1% | +16.1% |
| 6M | -7.8% | +18.8% | -26.7% | -6.0% |
| YTD | -27.9% | +71.7% | -99.6% | -26.3% |
| 1Y | -28.0% | +90.0% | -118.1% | -28.4% |
| All | -28.0% | +89.7% | -117.7% | -28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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