-54.9%
ADBE vs FTV
-3.3%
-51.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.4% |
| 7D | -8.9% | -1.3% | -7.6% | -8.4% |
| 30D | -6.6% | -9.5% | +2.9% | -2.7% |
| 3M | +7.1% | -10.9% | +18.0% | +11.9% |
| 6M | -9.8% | -0.6% | -9.1% | -10.5% |
| YTD | -27.2% | +1.4% | -28.6% | -28.9% |
| 1Y | -28.0% | +17.6% | -45.7% | -34.9% |
| All | -54.9% | -3.3% | -51.6% | -53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 3y: compounded portfolio wealth divided by compounded FTV 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…
3y analysis · Full analysis span regression · 6 months rolling