-61.2%
ADBE vs AA
+17.0%
-78.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.5% | -7.0% | -3.9% |
| 7D | -10.1% | +1.7% | -11.7% | -10.2% |
| 30D | -3.0% | +3.3% | -6.3% | -3.5% |
| 3M | +5.0% | -29.4% | +34.4% | +9.1% |
| 6M | -9.3% | -12.8% | +3.5% | -8.9% |
| YTD | -26.5% | -2.1% | -24.4% | -27.8% |
| 1Y | -28.3% | +62.8% | -91.0% | -35.2% |
| 3Y | -54.1% | +90.5% | -144.6% | -61.2% |
| 5Y | -61.2% | +19.1% | -80.3% | -63.7% |
| All | -61.2% | +17.0% | -78.3% | -63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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