+838.4%
ADBE vs AAL
-33.8%
+872.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.2% | -8.0% | -6.9% |
| 7D | -8.6% | -3.7% | -4.8% | -8.1% |
| 30D | +2.8% | -20.8% | +23.6% | +6.3% |
| 3M | +3.1% | -1.3% | +4.4% | +2.7% |
| 6M | -2.4% | +5.4% | -7.8% | -4.4% |
| YTD | -23.9% | -14.4% | -9.5% | -23.2% |
| 1Y | -22.6% | +2.1% | -24.7% | -24.3% |
| 3Y | -52.7% | -10.6% | -42.1% | -54.1% |
| 5Y | -60.0% | -32.2% | -27.8% | -60.3% |
| 10Y | +157.3% | -62.7% | +220.0% | +152.2% |
| All | +838.4% | -33.8% | +872.3% | +459.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AAL.
Daily Out/Under-Performance
Portfolio return minus AAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAL 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 AAL 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