-61.3%
ADBE vs FTI
+1,145.2%
-1,206.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.9% |
| 7D | -8.9% | -2.3% | -6.6% | -8.7% |
| 30D | -6.6% | +5.0% | -11.7% | -7.2% |
| 3M | +7.1% | +13.8% | -6.7% | +5.3% |
| 6M | -9.8% | +22.9% | -32.7% | -12.4% |
| YTD | -27.2% | +75.0% | -102.2% | -32.8% |
| 1Y | -28.0% | +96.9% | -124.9% | -34.8% |
| 3Y | -54.5% | +276.7% | -331.2% | -62.7% |
| All | -61.3% | +1,145.2% | -1,206.5% | -74.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling