+299.4%
ADBE vs USFR
+28.6%
+270.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -3.2% | +0.1% | -3.3% | -3.2% |
| 30D | +1.0% | +0.4% | +0.6% | +0.8% |
| 3M | -7.8% | +1.0% | -8.8% | -8.3% |
| 6M | -1.0% | +2.0% | -3.0% | -2.0% |
| YTD | -31.8% | +3.4% | -35.3% | -33.1% |
| 1Y | -29.2% | +4.1% | -33.3% | -30.7% |
| 3Y | -60.1% | +14.4% | -74.5% | -62.9% |
| 5Y | -63.7% | +21.4% | -85.1% | -67.4% |
| 10Y | +130.1% | +28.5% | +101.5% | +100.3% |
| All | +299.4% | +28.6% | +270.8% | +231.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling