+1,208.3%
ADBE vs FTI
+2,117.5%
-909.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.1% | -1.4% | -3.0% |
| 7D | -10.1% | -0.2% | -9.9% | -10.0% |
| 30D | -3.0% | +12.3% | -15.3% | -5.8% |
| 3M | +5.0% | +13.8% | -8.8% | +1.1% |
| 6M | -9.3% | +24.3% | -33.6% | -15.0% |
| YTD | -26.5% | +75.8% | -102.3% | -37.2% |
| 1Y | -28.3% | +99.6% | -127.9% | -40.8% |
| 3Y | -54.1% | +278.4% | -332.5% | -68.9% |
| 5Y | -61.2% | +1,168.7% | -1,229.9% | -82.2% |
| 10Y | +152.5% | +297.5% | -145.0% | +34.5% |
| All | +1,208.3% | +2,117.5% | -909.2% | +125.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling