-61.5%
ADBE vs FTV
+1.8%
-63.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.2% |
| 7D | -8.9% | -1.3% | -7.6% | -8.2% |
| 30D | -6.6% | -9.5% | +2.9% | -1.0% |
| 3M | +7.1% | -10.9% | +18.0% | +14.1% |
| 6M | -9.8% | -0.6% | -9.1% | -10.7% |
| YTD | -27.2% | +1.4% | -28.6% | -29.6% |
| 1Y | -28.0% | +17.6% | -45.7% | -37.4% |
| 3Y | -54.5% | -3.3% | -51.3% | -55.8% |
| 5Y | -61.5% | -0.1% | -61.3% | -65.9% |
| All | -61.5% | +1.8% | -63.3% | -65.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling