-62.2%
ADBE vs USFR
+20.4%
-82.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -12.9% | +0.1% | -13.0% | -13.0% |
| 30D | -5.6% | +0.3% | -6.0% | -6.1% |
| 3M | +6.6% | +1.0% | +5.7% | +5.1% |
| 6M | -9.6% | +1.9% | -11.5% | -11.7% |
| YTD | -28.9% | +2.7% | -31.6% | -31.1% |
| 1Y | -28.9% | +4.0% | -32.9% | -32.0% |
| 3Y | -55.6% | +14.1% | -69.7% | -60.8% |
| 5Y | -62.2% | +20.5% | -82.7% | -64.8% |
| All | -62.2% | +20.4% | -82.7% | -64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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