+330.8%
ADBE vs USFR
+27.6%
+303.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.5% | -3.5% |
| 7D | -10.1% | +0.1% | -10.1% | -10.1% |
| 30D | -3.0% | +0.3% | -3.3% | -3.2% |
| 3M | +5.0% | +1.0% | +4.0% | +4.5% |
| 6M | -9.3% | +1.9% | -11.2% | -10.2% |
| YTD | -26.5% | +2.7% | -29.1% | -27.5% |
| 1Y | -28.3% | +4.0% | -32.3% | -29.8% |
| 3Y | -54.1% | +14.0% | -68.1% | -57.3% |
| 5Y | -61.2% | +20.4% | -81.6% | -65.0% |
| 10Y | +152.5% | +28.1% | +124.5% | +120.2% |
| All | +330.8% | +27.6% | +303.2% | +258.5% |
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